+420.1%
CORZ vs SFM
+59.0%
+361.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.9% | -2.9% | -0.5% |
| 7D | +8.4% | -0.1% | +8.4% | +8.3% |
| 30D | -17.8% | -4.4% | -13.5% | -17.3% |
| 3M | -35.9% | +1.5% | -37.4% | -36.4% |
| 6M | +12.9% | +6.5% | +6.5% | +9.7% |
| YTD | +22.9% | +2.2% | +20.7% | +20.3% |
| 1Y | +31.4% | -41.9% | +73.2% | +50.4% |
| All | +420.1% | +59.0% | +361.0% | +353.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling