+318.0%
CORZ vs EXPE
+76.4%
+241.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.8% | -1.4% |
| 7D | +26.4% | -4.2% | +30.6% | +27.1% |
| 30D | -6.8% | -4.5% | -2.3% | -6.7% |
| 3M | -31.1% | -19.7% | -11.4% | -29.1% |
| 6M | -36.9% | +18.3% | -55.2% | -41.5% |
| YTD | -1.2% | -7.3% | +6.1% | -3.7% |
| 1Y | -12.5% | -3.9% | -8.6% | -15.9% |
| All | +318.0% | +76.4% | +241.6% | +194.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling