+11.0%
EWZ vs CORZ
+159.1%
-148.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -2.0% |
| 7D | +0.1% | +26.4% | -26.3% | -1.3% |
| 30D | -25.9% | -6.8% | -19.1% | -25.8% |
| 3M | -6.1% | -31.1% | +25.0% | -4.4% |
| 6M | -16.1% | -36.9% | +20.8% | -14.5% |
| YTD | +1.0% | -1.2% | +2.2% | +0.1% |
| 1Y | 0.0% | -12.5% | +12.5% | -0.5% |
| All | +11.0% | +159.1% | -148.1% | +3.5% |
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