+32.3%
EWZ vs CORZ
+222.3%
-190.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.7% | -0.7% |
| 7D | +6.5% | +8.4% | -1.9% | +6.0% |
| 30D | +4.8% | -17.8% | +22.7% | +6.0% |
| 3M | +9.9% | -35.9% | +45.8% | +12.3% |
| 6M | +1.9% | +12.9% | -11.0% | +0.5% |
| YTD | +20.3% | +22.9% | -2.6% | +18.1% |
| 1Y | +35.6% | +31.4% | +4.3% | +32.2% |
| All | +32.3% | +222.3% | -190.1% | +22.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling