+13.5%
SPGI vs CORZ
+159.1%
-145.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -1.4% |
| 7D | -0.8% | +26.4% | -27.2% | -1.1% |
| 30D | +14.3% | -6.8% | +21.1% | +14.3% |
| 3M | +14.5% | -31.1% | +45.6% | +15.0% |
| 6M | +17.3% | -36.9% | +54.2% | +17.5% |
| YTD | -4.6% | -1.2% | -3.3% | -6.2% |
| 1Y | +0.8% | -12.5% | +13.3% | -0.6% |
| All | +13.5% | +159.1% | -145.6% | +7.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling