+281.7%
CORZ vs SITM
+252.0%
+29.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.8% | +6.0% | +4.3% |
| 7D | -7.8% | -0.1% | -7.7% | -8.0% |
| 30D | -14.8% | -27.4% | +12.6% | -3.4% |
| 3M | -32.5% | -35.6% | +3.1% | -20.7% |
| 6M | -42.7% | -46.6% | +3.9% | -29.8% |
| YTD | -9.8% | +25.8% | -35.7% | -26.7% |
| 1Y | -31.9% | +38.2% | -70.2% | -47.2% |
| All | +281.7% | +252.0% | +29.6% | +89.1% |
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