+444.5%
CORZ vs EXEL
+155.1%
+289.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.3% | +7.0% | +5.3% |
| 7D | +16.6% | +1.4% | +15.2% | +16.2% |
| 30D | -10.9% | +6.7% | -17.5% | -12.3% |
| 3M | -31.0% | +11.5% | -42.5% | -32.9% |
| 6M | +26.0% | +38.8% | -12.8% | +16.8% |
| YTD | +28.6% | +31.6% | -2.9% | +20.1% |
| 1Y | +34.5% | +53.0% | -18.6% | +21.5% |
| All | +444.5% | +155.1% | +289.4% | +379.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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