+34.9%
EWZ vs CORZ
+237.5%
-202.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.7% | -2.7% | +1.7% |
| 7D | +5.6% | +16.6% | -11.0% | +4.6% |
| 30D | +9.3% | -10.9% | +20.1% | +9.9% |
| 3M | +15.7% | -31.0% | +46.7% | +17.7% |
| 6M | +7.4% | +26.0% | -18.6% | +5.3% |
| YTD | +22.7% | +28.6% | -6.0% | +20.1% |
| 1Y | +36.4% | +34.5% | +1.9% | +32.8% |
| All | +34.9% | +237.5% | -202.6% | +24.2% |
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 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