-41.3%
CORZ vs TE
-16.5%
-24.8%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | -3.5% | -6.9% | -9.5% |
| 7D | -14.9% | +3.8% | -18.7% | -15.6% |
| 30D | -23.1% | -26.2% | +3.1% | -17.1% |
| 3M | -44.1% | -49.7% | +5.7% | -34.4% |
| 6M | -39.5% | -46.5% | +6.9% | -33.2% |
| YTD | -12.4% | -59.1% | +46.8% | +0.3% |
| 1Y | -41.3% | -25.8% | -15.5% | -42.0% |
| All | -41.3% | -16.5% | -24.8% | -42.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 1y: compounded portfolio wealth divided by compounded TE 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…
1y analysis · Full analysis span regression · 6 months rolling