+322.1%
CORZ vs FE
+43.5%
+278.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +1.4% |
| 7D | +23.5% | +1.2% | +22.2% | +24.0% |
| 30D | +7.5% | +4.5% | +2.9% | +9.4% |
| 3M | -26.6% | +1.3% | -27.9% | -26.1% |
| 6M | -39.5% | +8.7% | -48.2% | -37.4% |
| YTD | -0.3% | +9.2% | -9.5% | +3.8% |
| 1Y | -4.2% | +7.0% | -11.2% | -0.8% |
| All | +322.1% | +43.5% | +278.6% | +390.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling