+322.1%
CORZ vs SPY
+59.7%
+262.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.3% | +1.9% |
| 7D | +23.5% | +2.6% | +20.9% | +16.6% |
| 30D | +7.5% | -2.0% | +9.5% | +14.1% |
| 3M | -26.6% | -2.8% | -23.8% | -19.9% |
| 6M | -39.5% | +2.1% | -41.6% | -40.6% |
| YTD | -0.3% | +11.5% | -11.8% | -18.3% |
| 1Y | -4.2% | +13.5% | -17.7% | -24.3% |
| All | +322.1% | +59.7% | +262.4% | +88.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling