+420.1%
CORZ vs EW
+19.6%
+400.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | +8.4% | -0.3% | +8.7% | +8.4% |
| 30D | -17.8% | +1.0% | -18.9% | -18.1% |
| 3M | -35.9% | +2.8% | -38.7% | -36.6% |
| 6M | +12.9% | +5.5% | +7.5% | +10.7% |
| YTD | +22.9% | +5.5% | +17.4% | +20.4% |
| 1Y | +31.4% | +11.0% | +20.3% | +26.4% |
| All | +420.1% | +19.6% | +400.4% | +329.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling