+230.8%
CORZ vs EXPD
+50.5%
+180.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -4.5% | -6.4% | -9.5% |
| 7D | -21.1% | -4.8% | -16.3% | -19.7% |
| 30D | -31.8% | -1.5% | -30.2% | -31.1% |
| 3M | -47.7% | +4.1% | -51.8% | -48.1% |
| 6M | -48.7% | +24.0% | -72.7% | -51.9% |
| YTD | -21.8% | +27.4% | -49.2% | -28.5% |
| 1Y | -47.8% | +38.4% | -86.2% | -53.9% |
| All | +230.8% | +50.5% | +180.3% | +163.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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