+420.1%
CORZ vs SCHG
+65.6%
+354.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +1.6% |
| 7D | +8.4% | -0.7% | +9.1% | +9.9% |
| 30D | -17.8% | +0.2% | -18.0% | -18.2% |
| 3M | -35.9% | +2.2% | -38.1% | -38.3% |
| 6M | +12.9% | +15.0% | -2.1% | -12.5% |
| YTD | +22.9% | +9.2% | +13.7% | +5.8% |
| 1Y | +31.4% | +15.7% | +15.6% | +1.9% |
| All | +420.1% | +65.6% | +354.5% | +149.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling