+241.9%
CORZ vs EXC
+45.2%
+196.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.0% | +5.3% | +2.2% |
| 7D | -11.2% | -1.2% | -10.1% | -11.5% |
| 30D | -26.2% | +10.0% | -36.2% | -22.0% |
| 3M | -44.1% | +1.6% | -45.8% | -43.4% |
| 6M | -52.3% | +3.3% | -55.5% | -51.0% |
| YTD | -19.2% | +7.6% | -26.8% | -15.3% |
| 1Y | -42.9% | +3.5% | -46.4% | -40.9% |
| All | +241.9% | +45.2% | +196.6% | +358.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling