-42.9%
CORZ vs SPG
+31.7%
-74.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.8% | +2.5% | +3.7% |
| 7D | -11.2% | +4.9% | -16.1% | -9.2% |
| 30D | -26.2% | +15.6% | -41.8% | -22.1% |
| 3M | -44.1% | +4.1% | -48.2% | -43.6% |
| 6M | -52.3% | +13.6% | -65.8% | -51.9% |
| YTD | -19.2% | +27.5% | -46.8% | -15.3% |
| 1Y | -42.9% | +32.2% | -75.1% | -39.2% |
| All | -42.9% | +31.7% | -74.5% | -39.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling