+420.1%
CORZ vs SW
+37.0%
+383.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.3% | -0.5% |
| 7D | +8.4% | -5.1% | +13.5% | +10.3% |
| 30D | -17.8% | -4.6% | -13.2% | -16.6% |
| 3M | -35.9% | +9.4% | -45.3% | -38.8% |
| 6M | +12.9% | +3.5% | +9.4% | +9.5% |
| YTD | +22.9% | +22.0% | +0.8% | +10.8% |
| 1Y | +31.4% | +2.2% | +29.1% | +26.0% |
| All | +420.1% | +37.0% | +383.0% | +381.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 3y: compounded portfolio wealth divided by compounded SW 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…
3y analysis · Full analysis span regression · 6 months rolling