+444.5%
CORZ vs SITM
+374.4%
+70.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.1% | +6.8% | +5.5% |
| 7D | +16.6% | +8.4% | +8.2% | +12.9% |
| 30D | -10.9% | -17.4% | +6.6% | -4.5% |
| 3M | -31.0% | -9.8% | -21.2% | -30.0% |
| 6M | +26.0% | +83.0% | -56.9% | -8.2% |
| YTD | +28.6% | +69.6% | -40.9% | -6.6% |
| 1Y | +34.5% | +144.9% | -110.4% | -21.2% |
| All | +444.5% | +374.4% | +70.1% | +141.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling