+425.9%
CORZ vs SPYG
+79.9%
+346.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.4% | -3.0% | -2.7% |
| 7D | +7.6% | +0.3% | +7.3% | +7.0% |
| 30D | -6.9% | -1.7% | -5.3% | -3.5% |
| 3M | -33.0% | +3.6% | -36.7% | -36.9% |
| 6M | +19.3% | +16.6% | +2.7% | -9.6% |
| YTD | +24.2% | +13.4% | +10.9% | +0.5% |
| 1Y | +24.5% | +19.6% | +4.9% | -8.4% |
| All | +425.9% | +79.9% | +346.0% | +123.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling