+420.1%
CORZ vs SPMO
+120.5%
+299.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.6% | -2.9% |
| 7D | +8.4% | +2.0% | +6.4% | +4.5% |
| 30D | -17.8% | -0.4% | -17.5% | -17.0% |
| 3M | -35.9% | -1.9% | -34.0% | -34.2% |
| 6M | +12.9% | +25.0% | -12.1% | -27.1% |
| YTD | +22.9% | +26.0% | -3.2% | -21.1% |
| 1Y | +31.4% | +28.7% | +2.7% | -18.2% |
| All | +420.1% | +120.5% | +299.6% | +54.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling