+318.0%
CORZ vs XME
+65.4%
+252.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.0% | +0.7% | +0.8% |
| 7D | +26.4% | +5.3% | +21.0% | +19.8% |
| 30D | -6.8% | -8.2% | +1.4% | +3.0% |
| 3M | -31.1% | -18.4% | -12.7% | -14.5% |
| 6M | -36.9% | -22.8% | -14.1% | -17.9% |
| YTD | -1.2% | -7.9% | +6.7% | +8.3% |
| 1Y | -12.5% | -0.9% | -11.7% | -10.5% |
| All | +318.0% | +65.4% | +252.6% | +115.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 10y: compounded portfolio wealth divided by compounded XME 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…
10y analysis · Full analysis span regression · 6 months rolling