+392.5%
SMR vs CORZ
+237.5%
+155.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | +4.7% | +10.6% | +13.2% |
| 7D | +21.4% | +16.6% | +4.8% | +13.8% |
| 30D | +13.8% | -10.9% | +24.7% | +19.6% |
| 3M | +3.9% | -31.0% | +34.9% | +20.5% |
| 6M | -4.2% | +26.0% | -30.2% | -12.9% |
| YTD | -21.1% | +28.6% | -49.7% | -28.0% |
| 1Y | -67.1% | +34.5% | -101.5% | -69.8% |
| All | +392.5% | +237.5% | +155.0% | +293.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CORZ.
Daily Out/Under-Performance
Portfolio return minus CORZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CORZ 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 all: compounded portfolio wealth divided by compounded CORZ 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…
all analysis · Full analysis span regression · 6 months rolling