+270.9%
CORZ vs SW
+35.1%
+235.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | +4.1% | -14.5% | -11.7% |
| 7D | -14.9% | +12.1% | -27.0% | -18.4% |
| 30D | -23.1% | +6.6% | -29.7% | -25.0% |
| 3M | -44.1% | -6.0% | -38.0% | -43.2% |
| 6M | -39.5% | +21.5% | -61.0% | -44.7% |
| YTD | -12.4% | +20.3% | -32.7% | -20.9% |
| 1Y | -41.3% | +28.1% | -69.5% | -48.4% |
| All | +270.9% | +35.1% | +235.8% | +243.4% |
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