+281.7%
CORZ vs SAN
+240.2%
+41.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.8% | +2.4% | +2.9% |
| 7D | -7.8% | +10.8% | -18.6% | -11.7% |
| 30D | -14.8% | -5.7% | -9.1% | -12.8% |
| 3M | -32.5% | -13.4% | -19.0% | -28.4% |
| 6M | -42.7% | +3.5% | -46.3% | -43.4% |
| YTD | -9.8% | +9.7% | -19.6% | -12.9% |
| 1Y | -31.9% | +20.9% | -52.8% | -36.0% |
| All | +281.7% | +240.2% | +41.5% | +186.9% |
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 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