+281.7%
CORZ vs EW
+38.4%
+243.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.7% | +3.9% | +3.4% |
| 7D | -7.8% | +9.3% | -17.1% | -9.8% |
| 30D | -14.8% | +22.1% | -36.9% | -18.9% |
| 3M | -32.5% | +13.0% | -45.5% | -34.5% |
| 6M | -42.7% | +30.1% | -72.8% | -46.8% |
| YTD | -9.8% | +22.0% | -31.8% | -14.8% |
| 1Y | -31.9% | +23.7% | -55.6% | -36.0% |
| All | +281.7% | +38.4% | +243.3% | +203.7% |
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