-31.9%
CORZ vs ESI
+18.3%
-50.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.6% | +3.9% | +3.7% |
| 7D | -7.8% | -6.6% | -1.2% | -2.5% |
| 30D | -14.8% | -9.8% | -5.0% | -7.0% |
| 3M | -32.5% | -11.9% | -20.5% | -25.3% |
| 6M | -42.7% | -25.1% | -17.6% | -31.1% |
| YTD | -9.8% | +31.9% | -41.7% | -26.7% |
| 1Y | -31.9% | +19.2% | -51.1% | -42.0% |
| All | -31.9% | +18.3% | -50.3% | -42.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling