+420.1%
CORZ vs SITM
+384.8%
+35.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.5% | -6.6% | -2.5% |
| 7D | +8.4% | +9.7% | -1.4% | +4.5% |
| 30D | -17.8% | +12.7% | -30.5% | -23.3% |
| 3M | -35.9% | -13.4% | -22.5% | -34.0% |
| 6M | +12.9% | +59.6% | -46.7% | -13.1% |
| YTD | +22.9% | +73.3% | -50.4% | -11.4% |
| 1Y | +31.4% | +165.5% | -134.2% | -25.9% |
| All | +420.1% | +384.8% | +35.2% | +128.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling