-41.3%
CORZ vs SPYG
+10.8%
-52.2%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | +1.3% | -11.6% | -13.4% |
| 7D | -14.9% | -2.8% | -12.2% | -8.9% |
| 30D | -23.1% | -6.2% | -17.0% | -9.6% |
| 3M | -44.1% | -3.6% | -40.5% | -37.9% |
| 6M | -39.5% | +4.8% | -44.3% | -43.7% |
| YTD | -12.4% | +11.0% | -23.3% | -27.3% |
| 1Y | -41.3% | +11.2% | -52.5% | -51.7% |
| All | -41.3% | +10.8% | -52.2% | -51.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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