+323.5%
CORZ vs EW
+40.8%
+282.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +1.7% | +9.2% | +10.5% |
| 7D | +14.2% | +6.5% | +7.7% | +12.6% |
| 30D | -3.0% | +22.5% | -25.5% | -7.7% |
| 3M | -26.3% | +13.0% | -39.2% | -28.5% |
| 6M | -36.5% | +37.1% | -73.6% | -41.8% |
| YTD | +0.1% | +24.1% | -24.0% | -5.8% |
| 1Y | -15.9% | +24.2% | -40.1% | -20.9% |
| All | +323.5% | +40.8% | +282.8% | +235.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling