+322.1%
CORZ vs SFM
+1.7%
+320.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.4% | +0.8% |
| 7D | +23.5% | +6.0% | +17.4% | +22.6% |
| 30D | +7.5% | -19.5% | +26.9% | +10.1% |
| 3M | -26.6% | -37.0% | +10.4% | -22.0% |
| 6M | -39.5% | -41.0% | +1.5% | -35.3% |
| YTD | -0.3% | -34.6% | +34.4% | +3.6% |
| 1Y | -4.2% | -36.3% | +32.0% | -0.1% |
| All | +322.1% | +1.7% | +320.4% | +290.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling