+322.1%
CORZ vs ES
+52.7%
+269.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +1.0% |
| 7D | +23.5% | +2.7% | +20.8% | +23.6% |
| 30D | +7.5% | +7.6% | -0.1% | +7.6% |
| 3M | -26.6% | +0.5% | -27.1% | -26.3% |
| 6M | -39.5% | +7.6% | -47.1% | -39.8% |
| YTD | -0.3% | +10.2% | -10.5% | -1.1% |
| 1Y | -4.2% | +1.8% | -6.1% | -4.4% |
| All | +322.1% | +52.7% | +269.4% | +327.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ES wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling