-41.3%
CORZ vs EXPE
+48.9%
-90.2%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | +10.5% | -20.9% | -8.4% |
| 7D | -14.9% | +14.6% | -29.6% | -12.6% |
| 30D | -23.1% | +21.4% | -44.5% | -20.5% |
| 3M | -44.1% | +1.4% | -45.4% | -43.1% |
| 6M | -39.5% | +28.6% | -68.1% | -38.3% |
| YTD | -12.4% | +12.1% | -24.5% | -13.0% |
| 1Y | -41.3% | +50.0% | -91.3% | -39.3% |
| All | -41.3% | +48.9% | -90.2% | -39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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