+230.8%
CORZ vs FE
+42.4%
+188.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -0.2% | -10.6% | -10.9% |
| 7D | -21.1% | +0.6% | -21.7% | -20.9% |
| 30D | -31.8% | +6.4% | -38.2% | -30.2% |
| 3M | -47.7% | -0.5% | -47.3% | -47.8% |
| 6M | -48.7% | +4.7% | -53.5% | -47.5% |
| YTD | -21.8% | +8.4% | -30.2% | -18.9% |
| 1Y | -47.8% | +7.2% | -55.0% | -45.8% |
| All | +230.8% | +42.4% | +188.4% | +283.0% |
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