+420.1%
CORZ vs ES
+49.5%
+370.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | 0.0% |
| 7D | +8.4% | +0.3% | +8.1% | +8.3% |
| 30D | -17.8% | -2.0% | -15.9% | -17.8% |
| 3M | -35.9% | +1.7% | -37.6% | -36.2% |
| 6M | +12.9% | -3.5% | +16.5% | +13.2% |
| YTD | +22.9% | +7.9% | +15.0% | +21.4% |
| 1Y | +31.4% | +17.2% | +14.2% | +28.5% |
| All | +420.1% | +49.5% | +370.5% | +425.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling