+234.2%
EWY vs CORZ
+223.2%
+10.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.3% | 0.0% | +2.7% |
| 7D | -0.1% | +0.3% | -0.4% | -0.1% |
| 30D | +7.3% | -14.0% | +21.3% | +9.9% |
| 3M | -5.1% | -34.1% | +29.0% | +0.6% |
| 6M | +42.1% | +8.5% | +33.6% | +42.6% |
| YTD | +94.1% | +23.2% | +70.9% | +92.3% |
| 1Y | +147.8% | +15.4% | +132.5% | +146.3% |
| All | +234.2% | +223.2% | +10.9% | +199.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling