-42.9%
CORZ vs EXEL
+73.7%
-116.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.3% | +2.1% | +2.8% |
| 7D | -11.2% | +0.3% | -11.5% | -10.9% |
| 30D | -26.2% | +19.0% | -45.3% | -30.6% |
| 3M | -44.1% | +33.3% | -77.4% | -49.9% |
| 6M | -52.3% | +42.9% | -95.1% | -58.6% |
| YTD | -19.2% | +58.7% | -78.0% | -34.1% |
| 1Y | -42.9% | +70.5% | -113.4% | -53.3% |
| All | -42.9% | +73.7% | -116.6% | -53.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling