+61.8%
SPY vs CORZ
+225.9%
-164.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.4% | +3.0% | -0.2% |
| 7D | -0.4% | +7.6% | -8.0% | -1.0% |
| 30D | -1.4% | -6.9% | +5.6% | -0.9% |
| 3M | +3.7% | -33.0% | +36.7% | +6.4% |
| 6M | +13.0% | +19.3% | -6.3% | +10.3% |
| YTD | +12.4% | +24.2% | -11.8% | +9.0% |
| 1Y | +18.5% | +24.5% | -6.0% | +14.4% |
| All | +61.8% | +225.9% | -164.1% | +42.9% |
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