-48.7%
CORZ vs EW
+20.1%
-68.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | +1.5% | -12.3% | -10.6% |
| 7D | -21.1% | +6.8% | -27.9% | -20.6% |
| 30D | -31.8% | +16.6% | -48.4% | -30.7% |
| 3M | -47.7% | +13.3% | -61.0% | -47.2% |
| 6M | -48.7% | +21.6% | -70.3% | -49.5% |
| All | -48.7% | +20.1% | -68.8% | -49.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling