-42.9%
CORZ vs SM
+72.1%
-115.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.0% | +2.4% | +3.4% |
| 7D | -11.2% | -25.9% | +14.7% | -14.8% |
| 30D | -26.2% | -15.1% | -11.1% | -27.2% |
| 3M | -44.1% | +4.9% | -49.0% | -42.9% |
| 6M | -52.3% | +6.1% | -58.4% | -50.5% |
| YTD | -19.2% | +63.4% | -82.7% | -20.6% |
| 1Y | -42.9% | +72.5% | -115.3% | -44.6% |
| All | -42.9% | +72.1% | -115.0% | -44.6% |
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