+323.5%
CORZ vs SFM
-1.2%
+324.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +3.5% | +7.5% | +10.5% |
| 7D | +14.2% | -7.1% | +21.2% | +15.2% |
| 30D | -3.0% | -21.4% | +18.4% | -0.4% |
| 3M | -26.3% | -40.1% | +13.8% | -21.1% |
| 6M | -36.5% | -38.0% | +1.5% | -32.9% |
| YTD | +0.1% | -36.5% | +36.6% | +4.3% |
| 1Y | -15.9% | -35.2% | +19.3% | -13.1% |
| All | +323.5% | -1.2% | +324.8% | +293.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling