-41.3%
CORZ vs SAN
+23.5%
-64.8%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | +6.4% | -16.8% | -13.5% |
| 7D | -14.9% | +4.5% | -19.5% | -17.0% |
| 30D | -23.1% | -12.1% | -11.0% | -17.1% |
| 3M | -44.1% | -15.6% | -28.5% | -38.4% |
| 6M | -39.5% | +5.8% | -45.3% | -40.9% |
| YTD | -12.4% | +5.5% | -17.8% | -13.8% |
| 1Y | -41.3% | +23.6% | -64.9% | -36.9% |
| All | -41.3% | +23.5% | -64.8% | -36.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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