+322.1%
CORZ vs EXE
+27.8%
+294.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.1% | +0.8% |
| 7D | +23.5% | +5.3% | +18.1% | +22.5% |
| 30D | +7.5% | -2.2% | +9.7% | +7.8% |
| 3M | -26.6% | -5.9% | -20.7% | -26.2% |
| 6M | -39.5% | -5.7% | -33.8% | -39.3% |
| YTD | -0.3% | -17.8% | +17.6% | +3.0% |
| 1Y | -4.2% | -23.1% | +18.9% | +1.8% |
| All | +322.1% | +27.8% | +294.3% | +292.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling