+281.7%
CORZ vs SPYG
+70.5%
+211.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.8% | +4.1% | +4.9% |
| 7D | -7.8% | -1.9% | -5.8% | -3.9% |
| 30D | -14.8% | -9.2% | -5.6% | +5.3% |
| 3M | -32.5% | -6.8% | -25.7% | -20.3% |
| 6M | -42.7% | -2.6% | -40.1% | -37.3% |
| YTD | -9.8% | +7.5% | -17.3% | -17.0% |
| 1Y | -31.9% | +6.7% | -38.6% | -36.0% |
| All | +281.7% | +70.5% | +211.2% | +84.1% |
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