+425.9%
CORZ vs VWO
+60.7%
+365.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.6% | -2.8% | -2.4% |
| 7D | +7.6% | +0.2% | +7.4% | +7.3% |
| 30D | -6.9% | +0.9% | -7.8% | -8.2% |
| 3M | -33.0% | +4.3% | -37.3% | -37.0% |
| 6M | +19.3% | +10.5% | +8.8% | +2.8% |
| YTD | +24.2% | +13.4% | +10.9% | +4.1% |
| 1Y | +24.5% | +18.6% | +5.9% | -2.8% |
| All | +425.9% | +60.7% | +365.2% | +152.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 VWO 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