+404.9%
CORZ vs SPMO
+117.3%
+287.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.8% | -2.1% | -0.6% |
| 7D | -3.0% | +0.1% | -3.0% | -3.1% |
| 30D | -12.1% | -0.7% | -11.4% | -10.7% |
| 3M | -32.4% | +2.8% | -35.2% | -36.7% |
| 6M | +12.4% | +24.4% | -12.1% | -27.0% |
| YTD | +19.3% | +24.2% | -4.9% | -21.2% |
| 1Y | +8.6% | +24.5% | -15.9% | -28.1% |
| All | +404.9% | +117.3% | +287.7% | +54.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling