+322.1%
CORZ vs SITM
+252.1%
+70.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.5% | +6.5% | +3.2% |
| 7D | +23.5% | +6.6% | +16.8% | +20.4% |
| 30D | +7.5% | -15.3% | +22.8% | +14.7% |
| 3M | -26.6% | -35.4% | +8.8% | -13.8% |
| 6M | -39.5% | -46.8% | +7.3% | -25.6% |
| YTD | -0.3% | +25.9% | -26.1% | -18.9% |
| 1Y | -4.2% | +54.0% | -58.2% | -29.4% |
| All | +322.1% | +252.1% | +70.0% | +109.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling