-34.1%
CORZ vs TE
-44.1%
+10.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -3.0% | +11.1% | +9.0% |
| 7D | +1.7% | -10.5% | +12.3% | +5.3% |
| 30D | -17.5% | -32.4% | +15.0% | -8.3% |
| 3M | -39.5% | -60.9% | +21.4% | -23.4% |
| 6M | -44.5% | -62.8% | +18.3% | -32.3% |
| YTD | -12.6% | -65.7% | +53.1% | +5.0% |
| All | -34.1% | -44.1% | +10.1% | -30.1% |
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