+444.5%
CORZ vs ESI
+62.1%
+382.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.6% | +4.1% | +4.3% |
| 7D | +16.6% | +5.4% | +11.2% | +12.2% |
| 30D | -10.9% | -4.2% | -6.7% | -7.9% |
| 3M | -31.0% | -9.6% | -21.4% | -26.7% |
| 6M | +26.0% | +18.3% | +7.7% | +7.3% |
| YTD | +28.6% | +45.8% | -17.2% | -7.2% |
| 1Y | +34.5% | +39.2% | -4.7% | -0.2% |
| All | +444.5% | +62.1% | +382.3% | +239.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 10y: compounded portfolio wealth divided by compounded ESI 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…
10y analysis · Full analysis span regression · 6 months rolling