+42.2%
SO vs CORZ
+225.9%
-183.7%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.4% | +2.7% | -0.8% |
| 7D | 0.0% | +7.6% | -7.6% | +0.2% |
| 30D | -2.5% | -6.9% | +4.5% | -2.6% |
| 3M | -4.2% | -33.0% | +28.8% | -4.8% |
| 6M | -7.7% | +19.3% | -27.0% | -7.2% |
| YTD | +3.8% | +24.2% | -20.4% | +4.4% |
| 1Y | +0.1% | +24.5% | -24.4% | +0.8% |
| All | +42.2% | +225.9% | -183.7% | +44.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling