+444.5%
CORZ vs SIRI
-41.3%
+485.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.7% | +5.4% | +4.8% |
| 7D | +16.6% | +4.3% | +12.3% | +16.1% |
| 30D | -10.9% | -2.8% | -8.0% | -10.7% |
| 3M | -31.0% | +5.9% | -36.9% | -31.8% |
| 6M | +26.0% | +31.9% | -5.9% | +22.0% |
| YTD | +28.6% | +48.7% | -20.0% | +22.6% |
| 1Y | +34.5% | +23.2% | +11.2% | +31.0% |
| All | +444.5% | -41.3% | +485.7% | +612.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling