+444.5%
CORZ vs TE
+246.6%
+197.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +10.0% | -5.3% | +2.7% |
| 7D | +16.6% | +18.2% | -1.7% | +12.6% |
| 30D | -10.9% | -13.5% | +2.7% | -8.5% |
| 3M | -31.0% | -44.6% | +13.6% | -24.2% |
| 6M | +26.0% | -24.7% | +50.7% | +25.9% |
| YTD | +28.6% | -24.3% | +52.9% | +27.2% |
| 1Y | +34.5% | +155.6% | -121.1% | -0.5% |
| All | +444.5% | +246.6% | +197.9% | +195.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling