-41.3%
CORZ vs SPMO
+11.0%
-52.3%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | -0.8% | -9.5% | -8.8% |
| 7D | -14.9% | -8.9% | -6.1% | +1.2% |
| 30D | -23.1% | -13.8% | -9.3% | +1.6% |
| 3M | -44.1% | -12.5% | -31.5% | -27.5% |
| 6M | -39.5% | -1.5% | -38.0% | -40.7% |
| YTD | -12.4% | +11.3% | -23.7% | -33.8% |
| 1Y | -41.3% | +11.5% | -52.8% | -55.9% |
| All | -41.3% | +11.0% | -52.3% | -55.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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