-31.9%
CORZ vs EXE
-20.6%
-11.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.3% | +0.9% | +3.9% |
| 7D | -7.8% | -2.2% | -5.6% | -8.9% |
| 30D | -14.8% | -0.3% | -14.5% | -15.1% |
| 3M | -32.5% | -9.3% | -23.1% | -35.4% |
| 6M | -42.7% | -7.2% | -35.5% | -43.9% |
| YTD | -9.8% | -18.9% | +9.1% | -13.3% |
| 1Y | -31.9% | -21.7% | -10.2% | -32.9% |
| All | -31.9% | -20.6% | -11.3% | -32.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling