-12.5%
CORZ vs EXC
+3.2%
-15.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | +26.4% | -1.9% | +28.3% | +24.5% |
| 30D | -6.8% | +7.8% | -14.6% | -1.5% |
| 3M | -31.1% | +1.9% | -33.0% | -29.9% |
| 6M | -36.9% | +3.4% | -40.3% | -35.5% |
| YTD | -1.2% | +7.6% | -8.8% | +0.4% |
| 1Y | -12.5% | +2.1% | -14.6% | -7.6% |
| All | -12.5% | +3.2% | -15.7% | -7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 1y: compounded portfolio wealth divided by compounded EXC 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…
1y analysis · Full analysis span regression · 6 months rolling