+323.5%
CORZ vs SPG
+86.0%
+237.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +0.1% | +10.9% | +10.9% |
| 7D | +14.2% | +2.7% | +11.4% | +12.3% |
| 30D | -3.0% | +16.6% | -19.5% | -13.5% |
| 3M | -26.3% | +8.1% | -34.3% | -30.5% |
| 6M | -36.5% | +19.3% | -55.9% | -46.6% |
| YTD | +0.1% | +31.1% | -31.0% | -24.0% |
| 1Y | -15.9% | +32.8% | -48.6% | -37.1% |
| All | +323.5% | +86.0% | +237.5% | +131.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling