+420.1%
CORZ vs SM
+8.1%
+412.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.5% | +0.5% |
| 7D | +8.4% | +0.1% | +8.3% | +8.3% |
| 30D | -17.8% | +26.3% | -44.1% | -22.2% |
| 3M | -35.9% | +8.7% | -44.6% | -37.4% |
| 6M | +12.9% | +51.7% | -38.7% | -3.6% |
| YTD | +22.9% | +99.0% | -76.2% | -6.1% |
| 1Y | +31.4% | +34.6% | -3.2% | +16.3% |
| All | +420.1% | +8.1% | +412.0% | +404.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling