+420.1%
CORZ vs SPXS
-74.9%
+494.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.3% | +1.0% |
| 7D | +8.4% | -0.1% | +8.4% | +8.6% |
| 30D | -17.8% | +0.8% | -18.6% | -16.9% |
| 3M | -35.9% | -4.7% | -31.2% | -36.2% |
| 6M | +12.9% | -29.6% | +42.6% | -8.4% |
| YTD | +22.9% | -29.8% | +52.7% | +1.5% |
| 1Y | +31.4% | -38.9% | +70.3% | -0.3% |
| All | +420.1% | -74.9% | +494.9% | +194.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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