+322.1%
CORZ vs SAN
+230.7%
+91.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.7% |
| 7D | +23.5% | +4.0% | +19.5% | +21.6% |
| 30D | +7.5% | -7.8% | +15.3% | +10.9% |
| 3M | -26.6% | -16.4% | -10.2% | -21.2% |
| 6M | -39.5% | +3.5% | -43.0% | -40.2% |
| YTD | -0.3% | +6.7% | -7.0% | -2.6% |
| 1Y | -4.2% | +14.5% | -18.7% | -8.3% |
| All | +322.1% | +230.7% | +91.4% | +220.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling