+318.0%
CORZ vs SGI
+20.0%
+298.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.0% | +1.7% | +0.3% |
| 7D | +26.4% | -10.7% | +37.0% | +33.7% |
| 30D | -6.8% | -3.6% | -3.2% | -6.7% |
| 3M | -31.1% | -5.4% | -25.7% | -30.5% |
| 6M | -36.9% | -7.0% | -29.9% | -37.1% |
| YTD | -1.2% | -31.6% | +30.4% | +19.4% |
| 1Y | -12.5% | -33.5% | +21.0% | +8.0% |
| All | +318.0% | +20.0% | +298.0% | +199.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling