+230.8%
CORZ vs SW
+33.1%
+197.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -1.5% | -9.3% | -10.3% |
| 7D | -21.1% | +4.7% | -25.8% | -22.4% |
| 30D | -31.8% | +5.0% | -36.8% | -33.1% |
| 3M | -47.7% | -7.3% | -40.4% | -46.6% |
| 6M | -48.7% | +15.0% | -63.7% | -52.2% |
| YTD | -21.8% | +18.5% | -40.4% | -29.1% |
| 1Y | -47.8% | +27.1% | -74.9% | -54.0% |
| All | +230.8% | +33.1% | +197.7% | +207.9% |
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