+13.9%
EWZ vs CORZ
+129.2%
-115.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +8.2% | -6.2% | +1.5% |
| 7D | +1.4% | +1.7% | -0.3% | +1.1% |
| 30D | -25.1% | -17.5% | -7.6% | -24.5% |
| 3M | -7.7% | -39.5% | +31.7% | -5.3% |
| 6M | -15.8% | -44.5% | +28.7% | -13.6% |
| YTD | +3.6% | -12.6% | +16.3% | +3.4% |
| 1Y | +5.5% | -37.0% | +42.5% | +6.7% |
| All | +13.9% | +129.2% | -115.3% | +7.0% |
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