+34.5%
CORZ vs SPY
+19.4%
+15.1%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.5% | +5.2% | +6.2% |
| 7D | +16.6% | +0.5% | +16.0% | +14.9% |
| 30D | -10.9% | -0.9% | -9.9% | -8.5% |
| 3M | -31.0% | +3.9% | -34.9% | -37.2% |
| 6M | +26.0% | +14.5% | +11.5% | -9.3% |
| YTD | +28.6% | +12.9% | +15.7% | -2.6% |
| 1Y | +34.5% | +19.4% | +15.1% | -5.3% |
| All | +34.5% | +19.4% | +15.1% | -5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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