+6.0%
SO vs CORZ
-9.6%
+15.7%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.0% | +0.2% | +1.3% |
| 7D | +1.4% | +23.5% | -22.1% | +2.5% |
| 30D | +4.7% | +7.5% | -2.8% | +5.3% |
| 3M | +1.7% | -26.6% | +28.3% | +0.6% |
| 6M | +2.2% | -39.5% | +41.7% | +0.4% |
| YTD | +10.0% | -0.3% | +10.2% | +10.7% |
| 1Y | +6.0% | -4.2% | +10.3% | +5.8% |
| All | +6.0% | -9.6% | +15.7% | +5.8% |
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