+420.1%
CORZ vs EXPD
+50.4%
+369.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -0.9% | -0.3% |
| 7D | +8.4% | -1.1% | +9.5% | +8.7% |
| 30D | -17.8% | +4.1% | -21.9% | -18.7% |
| 3M | -35.9% | +17.9% | -53.8% | -39.1% |
| 6M | +12.9% | +29.2% | -16.3% | +3.6% |
| YTD | +22.9% | +27.4% | -4.5% | +12.0% |
| 1Y | +31.4% | +56.8% | -25.5% | +8.3% |
| All | +420.1% | +50.4% | +369.6% | +313.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling