-12.5%
CORZ vs TE
-55.7%
+43.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -7.5% | +6.2% | +0.8% |
| 7D | +26.4% | -13.6% | +40.0% | +31.1% |
| 30D | -6.8% | -37.7% | +30.9% | +5.7% |
| 3M | -31.1% | -59.8% | +28.7% | -13.2% |
| 6M | -36.9% | -66.3% | +29.4% | -20.9% |
| YTD | -1.2% | -70.5% | +69.3% | +23.9% |
| 1Y | -12.5% | -48.8% | +36.3% | -2.9% |
| All | -12.5% | -55.7% | +43.2% | -2.9% |
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