+444.5%
CORZ vs EXE
+40.8%
+403.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.3% | +4.4% | +4.7% |
| 7D | +16.6% | -1.8% | +18.3% | +16.8% |
| 30D | -10.9% | +6.4% | -17.3% | -11.8% |
| 3M | -31.0% | +9.2% | -40.3% | -32.1% |
| 6M | +26.0% | -7.0% | +33.0% | +28.6% |
| YTD | +28.6% | -9.5% | +38.1% | +31.4% |
| 1Y | +34.5% | +6.2% | +28.2% | +26.4% |
| All | +444.5% | +40.8% | +403.7% | +400.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 10y: compounded portfolio wealth divided by compounded EXE 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…
10y analysis · Full analysis span regression · 6 months rolling