+425.9%
CORZ vs EXC
+39.1%
+386.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.6% | -2.8% | -3.7% |
| 7D | +7.6% | +0.3% | +7.3% | +7.7% |
| 30D | -6.9% | -0.9% | -6.1% | -7.4% |
| 3M | -33.0% | -2.7% | -30.3% | -33.8% |
| 6M | +19.3% | -9.4% | +28.7% | +15.2% |
| YTD | +24.2% | +3.0% | +21.2% | +26.5% |
| 1Y | +24.5% | +5.1% | +19.4% | +28.6% |
| All | +425.9% | +39.1% | +386.7% | +585.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling