+318.0%
CORZ vs EXE
+26.7%
+291.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.3% |
| 7D | +26.4% | +3.6% | +22.8% | +25.7% |
| 30D | -6.8% | -4.3% | -2.5% | -6.2% |
| 3M | -31.1% | -7.7% | -23.4% | -30.5% |
| 6M | -36.9% | -7.2% | -29.7% | -36.4% |
| YTD | -1.2% | -18.5% | +17.3% | +2.2% |
| 1Y | -12.5% | -24.4% | +11.8% | -6.6% |
| All | +318.0% | +26.7% | +291.3% | +289.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling