+241.9%
CORZ vs EW
+35.9%
+206.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.3% | +2.0% | +3.0% |
| 7D | -11.2% | +11.0% | -22.3% | -13.5% |
| 30D | -26.2% | +19.1% | -45.3% | -29.3% |
| 3M | -44.1% | +14.4% | -58.5% | -46.1% |
| 6M | -52.3% | +22.8% | -75.0% | -55.0% |
| YTD | -19.2% | +19.8% | -39.0% | -23.4% |
| 1Y | -42.9% | +23.9% | -66.8% | -46.4% |
| All | +241.9% | +35.9% | +206.0% | +173.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling