+425.9%
CORZ vs SPMO
+121.3%
+304.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.1% | -3.3% | -3.2% |
| 7D | +7.6% | +2.7% | +4.9% | +2.5% |
| 30D | -6.9% | +1.1% | -8.0% | -8.5% |
| 3M | -33.0% | +2.0% | -35.1% | -36.2% |
| 6M | +19.3% | +26.5% | -7.2% | -24.8% |
| YTD | +24.2% | +26.5% | -2.3% | -20.7% |
| 1Y | +24.5% | +27.9% | -3.4% | -21.6% |
| All | +425.9% | +121.3% | +304.5% | +55.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling