-41.3%
CORZ vs SGI
-10.7%
-30.6%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | +6.8% | -17.2% | -12.1% |
| 7D | -14.9% | +12.1% | -27.0% | -18.0% |
| 30D | -23.1% | +12.1% | -35.2% | -26.1% |
| 3M | -44.1% | +0.4% | -44.5% | -44.1% |
| 6M | -39.5% | -4.0% | -35.5% | -38.6% |
| YTD | -12.4% | -21.2% | +8.9% | -7.6% |
| 1Y | -41.3% | -12.1% | -29.2% | -36.4% |
| All | -41.3% | -10.7% | -30.6% | -36.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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