+31.4%
CORZ vs EXPE
+40.7%
-9.3%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | -0.2% |
| 7D | +8.4% | -9.5% | +17.9% | +7.3% |
| 30D | -17.8% | -6.6% | -11.2% | -18.3% |
| 3M | -35.9% | +31.4% | -67.3% | -35.7% |
| 6M | +12.9% | +35.2% | -22.2% | +12.9% |
| YTD | +22.9% | +5.8% | +17.1% | +20.2% |
| 1Y | +31.4% | +38.7% | -7.3% | +37.4% |
| All | +31.4% | +40.7% | -9.3% | +37.4% |
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