+84.3%
EEM vs CORZ
+223.2%
-139.0%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.3% | -2.0% | +1.0% |
| 7D | -1.3% | +0.3% | -1.5% | -1.3% |
| 30D | +2.1% | -14.0% | +16.1% | +3.4% |
| 3M | +1.0% | -34.1% | +35.1% | +4.0% |
| 6M | +15.9% | +8.5% | +7.5% | +15.1% |
| YTD | +24.6% | +23.2% | +1.4% | +22.6% |
| 1Y | +32.3% | +15.4% | +16.9% | +30.2% |
| All | +84.3% | +223.2% | -139.0% | +69.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CORZ.
Daily Out/Under-Performance
Portfolio return minus CORZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CORZ 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 CORZ 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