-41.3%
CORZ vs SIMO
+94.5%
-135.8%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | -9.6% | -0.8% | -7.2% |
| 7D | -14.9% | -16.9% | +1.9% | -9.4% |
| 30D | -23.1% | -35.4% | +12.2% | -11.9% |
| 3M | -44.1% | -31.9% | -12.2% | -37.6% |
| 6M | -39.5% | -19.3% | -20.2% | -34.4% |
| YTD | -12.4% | +98.5% | -110.8% | -27.9% |
| 1Y | -41.3% | +100.5% | -141.8% | -52.9% |
| All | -41.3% | +94.5% | -135.8% | -52.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 SIMO 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