+3.7%
SO vs CORZ
-41.7%
+45.4%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -10.4% | +9.7% | -1.2% |
| 7D | +1.7% | -14.9% | +16.7% | +1.0% |
| 30D | +11.1% | -23.1% | +34.3% | +10.1% |
| 3M | +0.7% | -44.1% | +44.7% | -1.8% |
| 6M | -1.4% | -39.5% | +38.1% | -3.2% |
| YTD | +9.4% | -12.4% | +21.8% | +9.0% |
| 1Y | +3.7% | -41.3% | +45.0% | +3.0% |
| All | +3.7% | -41.7% | +45.4% | +3.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling