+241.9%
CORZ vs SFM
-4.1%
+245.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -4.8% | +8.2% | +3.9% |
| 7D | -11.2% | -1.2% | -10.0% | -11.5% |
| 30D | -26.2% | -24.8% | -1.5% | -23.8% |
| 3M | -44.1% | -43.7% | -0.4% | -39.7% |
| 6M | -52.3% | -37.3% | -15.0% | -49.9% |
| YTD | -19.2% | -38.4% | +19.1% | -15.5% |
| 1Y | -42.9% | -36.9% | -6.0% | -40.8% |
| All | +241.9% | -4.1% | +245.9% | +218.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling