+322.1%
CORZ vs VWO
+49.1%
+272.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.1% |
| 7D | +23.5% | +2.0% | +21.5% | +19.7% |
| 30D | +7.5% | -4.3% | +11.8% | +17.1% |
| 3M | -26.6% | -6.4% | -20.2% | -16.2% |
| 6M | -39.5% | -5.6% | -33.9% | -31.2% |
| YTD | -0.3% | +5.2% | -5.5% | -3.4% |
| 1Y | -4.2% | +5.2% | -9.4% | -6.9% |
| All | +322.1% | +49.1% | +272.9% | +134.4% |
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