+420.1%
CORZ vs SBAC
-14.7%
+434.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | -0.3% |
| 7D | +8.4% | -0.8% | +9.1% | +8.1% |
| 30D | -17.8% | +6.9% | -24.7% | -16.5% |
| 3M | -35.9% | -8.2% | -27.7% | -36.1% |
| 6M | +12.9% | -1.6% | +14.6% | +12.6% |
| YTD | +22.9% | -0.1% | +23.0% | +23.0% |
| 1Y | +31.4% | -0.5% | +31.8% | +31.5% |
| All | +420.1% | -14.7% | +434.8% | +377.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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