+420.1%
CORZ vs SIMO
+323.0%
+97.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +8.7% | -8.8% | -3.4% |
| 7D | +8.4% | +4.2% | +4.1% | +6.4% |
| 30D | -17.8% | +4.1% | -21.9% | -20.1% |
| 3M | -35.9% | -12.9% | -23.0% | -34.2% |
| 6M | +12.9% | +110.3% | -97.4% | -21.7% |
| YTD | +22.9% | +178.6% | -155.7% | -30.0% |
| 1Y | +31.4% | +220.0% | -188.6% | -32.3% |
| All | +420.1% | +323.0% | +97.0% | +99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling