+206.1%
COR vs SNAP
-90.3%
+296.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.8% | +2.2% | +3.0% |
| 7D | +7.8% | +6.0% | +1.8% | +7.8% |
| 30D | +7.0% | -13.8% | +20.8% | +7.0% |
| 3M | +16.3% | -0.8% | +17.0% | +16.3% |
| 6M | +41.3% | -6.2% | +47.5% | +41.3% |
| YTD | +7.1% | -34.8% | +42.0% | +7.0% |
| 1Y | -0.8% | -38.7% | +37.9% | -0.9% |
| 3Y | +85.0% | -53.5% | +138.4% | +84.1% |
| All | +206.1% | -90.3% | +296.4% | +240.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 SNAP 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