-4.2%
CORZ vs SPMO
+11.2%
-15.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.6% | +3.8% |
| 7D | +23.5% | +6.3% | +17.1% | +10.9% |
| 30D | +7.5% | -8.9% | +16.3% | +28.9% |
| 3M | -26.6% | -13.2% | -13.4% | -3.2% |
| 6M | -39.5% | -9.3% | -30.2% | -28.9% |
| YTD | -0.3% | +11.6% | -11.8% | -24.3% |
| 1Y | -4.2% | +13.4% | -17.6% | -29.9% |
| All | -4.2% | +11.2% | -15.4% | -29.9% |
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