+8.6%
CORZ vs SITM
+140.9%
-132.3%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.1% | -6.1% | -4.4% |
| 7D | -3.0% | +4.8% | -7.8% | -4.1% |
| 30D | -12.1% | -9.7% | -2.4% | -10.2% |
| 3M | -32.4% | -9.3% | -23.1% | -32.3% |
| 6M | +12.4% | +69.5% | -57.2% | +0.2% |
| YTD | +19.3% | +70.5% | -51.2% | +5.9% |
| 1Y | +8.6% | +145.3% | -136.6% | -6.2% |
| All | +8.6% | +140.9% | -132.3% | -6.2% |
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