+444.5%
CORZ vs SPYG
+80.6%
+363.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.5% | +5.2% | +5.7% |
| 7D | +16.6% | +1.2% | +15.4% | +13.9% |
| 30D | -10.9% | -1.6% | -9.3% | -7.8% |
| 3M | -31.0% | +3.4% | -34.4% | -34.7% |
| 6M | +26.0% | +18.9% | +7.1% | -8.2% |
| YTD | +28.6% | +13.8% | +14.8% | +3.3% |
| 1Y | +34.5% | +20.6% | +13.9% | -2.7% |
| All | +444.5% | +80.6% | +363.9% | +129.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling