-53.8%
CORZ vs SGI
-11.4%
-42.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -2.8% | -8.0% | -10.4% |
| 7D | -21.1% | +5.3% | -26.5% | -21.8% |
| 30D | -31.8% | +8.2% | -40.0% | -33.0% |
| 3M | -47.7% | -2.2% | -45.5% | -47.0% |
| All | -53.8% | -11.4% | -42.4% | -51.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling