+420.1%
CORZ vs EXEL
+161.0%
+259.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | +8.4% | +8.4% | 0.0% | +6.2% |
| 30D | -17.8% | +4.1% | -21.9% | -18.7% |
| 3M | -35.9% | +12.4% | -48.3% | -37.8% |
| 6M | +12.9% | +41.5% | -28.6% | +4.1% |
| YTD | +22.9% | +34.6% | -11.8% | +14.1% |
| 1Y | +31.4% | +57.9% | -26.5% | +17.9% |
| All | +420.1% | +161.0% | +259.1% | +355.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling