+381.6%
COR vs SNAP
-79.3%
+460.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.6% | +0.8% | -1.7% |
| 7D | +0.8% | -7.1% | +7.9% | +1.0% |
| 30D | +5.1% | -14.6% | +19.8% | +5.6% |
| 3M | +2.8% | -5.0% | +7.8% | +2.9% |
| 6M | +32.5% | -18.8% | +51.4% | +33.0% |
| YTD | -0.7% | -38.5% | +37.9% | +0.3% |
| 1Y | -6.7% | -38.1% | +31.4% | -5.9% |
| 3Y | +73.7% | -53.8% | +127.5% | +73.6% |
| 5Y | +177.9% | -90.7% | +268.5% | +191.0% |
| All | +381.6% | -79.3% | +460.9% | +333.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling