-34.1%
CORZ vs SM
+62.4%
-96.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -2.7% | +10.9% | +7.9% |
| 7D | +1.7% | -22.3% | +24.0% | -1.2% |
| 30D | -17.5% | -21.4% | +3.9% | -19.5% |
| 3M | -39.5% | +1.4% | -40.8% | -38.4% |
| 6M | -44.5% | +0.1% | -44.6% | -42.9% |
| YTD | -12.6% | +59.0% | -71.6% | -14.7% |
| All | -34.1% | +62.4% | -96.4% | -35.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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