+322.1%
CORZ vs SCHG
+58.8%
+263.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +2.5% |
| 7D | +23.5% | +2.7% | +20.7% | +17.5% |
| 30D | +7.5% | -5.2% | +12.7% | +20.9% |
| 3M | -26.6% | -5.2% | -21.4% | -16.9% |
| 6M | -39.5% | -0.6% | -38.9% | -37.2% |
| YTD | -0.3% | +4.7% | -5.0% | -5.0% |
| 1Y | -4.2% | +6.0% | -10.3% | -10.5% |
| All | +322.1% | +58.8% | +263.3% | +124.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 3y: compounded portfolio wealth divided by compounded SCHG 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…
3y analysis · Full analysis span regression · 6 months rolling