-41.3%
CORZ vs EW
+19.7%
-61.0%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | +4.4% | -14.8% | -10.6% |
| 7D | -14.9% | +8.3% | -23.2% | -15.3% |
| 30D | -23.1% | +13.9% | -37.0% | -23.7% |
| 3M | -44.1% | +10.9% | -55.0% | -44.4% |
| 6M | -39.5% | +19.2% | -58.8% | -41.0% |
| YTD | -12.4% | +16.6% | -28.9% | -15.0% |
| 1Y | -41.3% | +18.1% | -59.4% | -42.5% |
| All | -41.3% | +19.7% | -61.0% | -42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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