-41.3%
CORZ vs SFM
-35.8%
-5.5%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | +3.6% | -14.0% | -10.0% |
| 7D | -14.9% | -12.3% | -2.7% | -14.8% |
| 30D | -23.1% | -16.2% | -6.9% | -23.2% |
| 3M | -44.1% | -36.8% | -7.3% | -45.1% |
| 6M | -39.5% | -32.6% | -6.9% | -40.2% |
| YTD | -12.4% | -31.7% | +19.4% | -14.4% |
| 1Y | -41.3% | -35.0% | -6.3% | -43.3% |
| All | -41.3% | -35.8% | -5.5% | -43.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 1y: compounded portfolio wealth divided by compounded SFM 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…
1y analysis · Full analysis span regression · 6 months rolling