+322.1%
CORZ vs SPG
+84.6%
+237.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.2% | +1.2% |
| 7D | +23.5% | +2.0% | +21.5% | +21.9% |
| 30D | +7.5% | +17.2% | -9.8% | -4.7% |
| 3M | -26.6% | +6.3% | -32.9% | -30.0% |
| 6M | -39.5% | +18.7% | -58.2% | -48.8% |
| YTD | -0.3% | +30.1% | -30.4% | -23.8% |
| 1Y | -4.2% | +32.8% | -37.0% | -28.6% |
| All | +322.1% | +84.6% | +237.5% | +132.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 10y: compounded portfolio wealth divided by compounded SPG 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…
10y analysis · Full analysis span regression · 6 months rolling