-18.5%
SPGI vs CORZ
+23.8%
-42.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.4% | +0.9% | -2.8% |
| 7D | -3.1% | +7.6% | -10.7% | -2.6% |
| 30D | +2.0% | -6.9% | +9.0% | +1.6% |
| 3M | +4.3% | -33.0% | +37.4% | +2.6% |
| 6M | -0.2% | +19.3% | -19.6% | -1.8% |
| YTD | -14.8% | +24.2% | -39.0% | -15.1% |
| 1Y | -18.5% | +24.5% | -43.0% | -15.1% |
| All | -18.5% | +23.8% | -42.4% | -15.1% |
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