+281.7%
CORZ vs EXPE
+71.5%
+210.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.1% | +5.3% | +3.5% |
| 7D | -7.8% | -11.2% | +3.4% | -6.2% |
| 30D | -14.8% | -7.5% | -7.3% | -14.3% |
| 3M | -32.5% | -19.1% | -13.4% | -30.7% |
| 6M | -42.7% | +10.7% | -53.5% | -46.2% |
| YTD | -9.8% | -9.9% | +0.1% | -11.7% |
| 1Y | -31.9% | -4.6% | -27.3% | -34.8% |
| All | +281.7% | +71.5% | +210.2% | +170.0% |
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