-12.5%
CORZ vs SIRI
+52.2%
-64.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -1.6% |
| 7D | +26.4% | -3.7% | +30.0% | +25.6% |
| 30D | -6.8% | +20.4% | -27.2% | -4.4% |
| 3M | -31.1% | +12.5% | -43.6% | -30.1% |
| 6M | -36.9% | +23.4% | -60.3% | -36.7% |
| YTD | -1.2% | +65.2% | -66.4% | +5.5% |
| 1Y | -12.5% | +52.4% | -64.9% | -5.6% |
| All | -12.5% | +52.2% | -64.8% | -5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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