-12.5%
CORZ vs SAN
+13.0%
-25.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.8% | +1.5% | +0.2% |
| 7D | +26.4% | +1.0% | +25.4% | +25.6% |
| 30D | -6.8% | -9.4% | +2.6% | -1.0% |
| 3M | -31.1% | -17.1% | -14.0% | -22.7% |
| 6M | -36.9% | +2.2% | -39.1% | -37.8% |
| YTD | -1.2% | +6.0% | -7.2% | -5.1% |
| 1Y | -12.5% | +12.7% | -25.2% | -15.2% |
| All | -12.5% | +13.0% | -25.5% | -15.2% |
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