+322.1%
CORZ vs ESI
+48.1%
+274.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.5% |
| 7D | +23.5% | +5.5% | +18.0% | +18.8% |
| 30D | +7.5% | -7.8% | +15.2% | +15.7% |
| 3M | -26.6% | -15.0% | -11.6% | -16.1% |
| 6M | -39.5% | -24.9% | -14.6% | -25.6% |
| YTD | -0.3% | +33.2% | -33.5% | -22.1% |
| 1Y | -4.2% | +24.9% | -29.2% | -21.5% |
| All | +322.1% | +48.1% | +274.0% | +184.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling