+241.9%
CORZ vs EXPE
+75.2%
+166.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -4.9% | +8.2% | +4.0% |
| 7D | -11.2% | -9.3% | -1.9% | -10.1% |
| 30D | -26.2% | +0.1% | -26.4% | -26.8% |
| 3M | -44.1% | -15.3% | -28.8% | -43.2% |
| 6M | -52.3% | +5.5% | -57.7% | -54.6% |
| YTD | -19.2% | -8.0% | -11.3% | -21.2% |
| 1Y | -42.9% | +18.9% | -61.8% | -49.5% |
| All | +241.9% | +75.2% | +166.6% | +141.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling