-12.5%
CORZ vs SIMO
+92.3%
-104.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.3% | +1.0% | -0.5% |
| 7D | +26.4% | +14.9% | +11.5% | +20.6% |
| 30D | -6.8% | -27.0% | +20.2% | +3.3% |
| 3M | -31.1% | -25.4% | -5.7% | -24.7% |
| 6M | -36.9% | -30.3% | -6.6% | -30.1% |
| YTD | -1.2% | +95.8% | -97.0% | -15.0% |
| 1Y | -12.5% | +100.0% | -112.6% | -27.2% |
| All | -12.5% | +92.3% | -104.8% | -27.2% |
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