+43.3%
SO vs CORZ
+237.5%
-194.2%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.7% | -3.7% | +1.1% |
| 7D | +1.0% | +16.6% | -15.5% | +1.4% |
| 30D | -3.2% | -10.9% | +7.7% | -3.4% |
| 3M | -1.7% | -31.0% | +29.3% | -2.3% |
| 6M | -7.2% | +26.0% | -33.2% | -6.7% |
| YTD | +4.6% | +28.6% | -24.1% | +5.3% |
| 1Y | +1.2% | +34.5% | -33.2% | +2.1% |
| All | +43.3% | +237.5% | -194.2% | +45.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling