-10.3%
CORZ vs XE
-36.4%
+26.1%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +8.1% | -3.4% | +1.8% |
| 7D | +16.6% | +4.0% | +12.5% | +14.8% |
| 30D | -10.9% | -15.5% | +4.6% | -6.1% |
| 3M | -31.0% | -14.6% | -16.4% | -31.7% |
| All | -10.3% | -36.4% | +26.1% | -7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XE.
Daily Out/Under-Performance
Portfolio return minus XE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XE 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 XE 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 · Available span rolling