+420.1%
CORZ vs FE
+41.4%
+378.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | -0.2% |
| 7D | +8.4% | +1.9% | +6.4% | +9.0% |
| 30D | -17.8% | -1.2% | -16.7% | -18.3% |
| 3M | -35.9% | +3.5% | -39.4% | -34.9% |
| 6M | +12.9% | -6.1% | +19.0% | +11.9% |
| YTD | +22.9% | +7.6% | +15.3% | +26.9% |
| 1Y | +31.4% | +11.9% | +19.4% | +38.2% |
| All | +420.1% | +41.4% | +378.6% | +499.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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