+420.1%
CORZ vs EXPE
+101.4%
+318.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | +0.3% |
| 7D | +8.4% | -9.5% | +17.9% | +10.4% |
| 30D | -17.8% | -6.6% | -11.2% | -16.9% |
| 3M | -35.9% | +31.4% | -67.3% | -41.0% |
| 6M | +12.9% | +35.2% | -22.2% | +1.9% |
| YTD | +22.9% | +5.8% | +17.1% | +18.1% |
| 1Y | +31.4% | +38.7% | -7.3% | +12.9% |
| All | +420.1% | +101.4% | +318.6% | +261.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling