+241.9%
CORZ vs SM
-11.3%
+253.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.0% | +2.4% | +3.1% |
| 7D | -11.2% | -25.9% | +14.7% | -5.8% |
| 30D | -26.2% | -15.1% | -11.1% | -23.9% |
| 3M | -44.1% | +4.9% | -49.0% | -45.6% |
| 6M | -52.3% | +6.1% | -58.4% | -54.4% |
| YTD | -19.2% | +63.4% | -82.7% | -36.3% |
| 1Y | -42.9% | +72.5% | -115.3% | -56.2% |
| All | +241.9% | -11.3% | +253.1% | +242.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling