+241.9%
CORZ vs TE
+61.6%
+180.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +3.5% | -0.2% | +2.6% |
| 7D | -11.2% | -12.6% | +1.3% | -8.4% |
| 30D | -26.2% | -36.7% | +10.5% | -18.7% |
| 3M | -44.1% | -57.5% | +13.3% | -33.7% |
| 6M | -52.3% | -55.2% | +3.0% | -46.0% |
| YTD | -19.2% | -64.7% | +45.4% | -6.7% |
| 1Y | -42.9% | -35.9% | -7.0% | -41.8% |
| All | +241.9% | +61.6% | +180.2% | +117.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling