-41.3%
CORZ vs SITM
+47.5%
-88.8%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | -9.4% | -1.0% | -7.7% |
| 7D | -14.9% | -19.5% | +4.6% | -9.3% |
| 30D | -23.1% | -43.2% | +20.1% | -10.7% |
| 3M | -44.1% | -30.8% | -13.2% | -38.4% |
| 6M | -39.5% | -28.6% | -10.9% | -34.4% |
| YTD | -12.4% | +14.2% | -26.5% | -12.7% |
| 1Y | -41.3% | +44.4% | -85.7% | -42.6% |
| All | -41.3% | +47.5% | -88.8% | -42.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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