+420.1%
CORZ vs SPY
+62.7%
+357.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.9% |
| 7D | +8.4% | +0.1% | +8.2% | +8.2% |
| 30D | -17.8% | +0.1% | -17.9% | -17.8% |
| 3M | -35.9% | +2.0% | -37.9% | -38.1% |
| 6M | +12.9% | +13.0% | -0.1% | -13.0% |
| YTD | +22.9% | +13.5% | +9.3% | -5.3% |
| 1Y | +31.4% | +20.0% | +11.4% | -10.2% |
| All | +420.1% | +62.7% | +357.4% | +118.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling