+4.0%
SPGI vs CORZ
+237.5%
-233.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +4.7% | -7.9% | -3.3% |
| 7D | -2.5% | +16.6% | -19.0% | -2.7% |
| 30D | +5.4% | -10.9% | +16.3% | +5.6% |
| 3M | +9.0% | -31.0% | +40.1% | +9.7% |
| 6M | +0.8% | +26.0% | -25.3% | -1.0% |
| YTD | -12.6% | +28.6% | -41.2% | -14.3% |
| 1Y | -16.1% | +34.5% | -50.6% | -18.2% |
| All | +4.0% | +237.5% | -233.4% | -2.0% |
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