+420.1%
CORZ vs SAN
+299.4%
+120.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.3% |
| 7D | +8.4% | +1.8% | +6.6% | +7.6% |
| 30D | -17.8% | +2.0% | -19.8% | -18.5% |
| 3M | -35.9% | +19.7% | -55.6% | -40.2% |
| 6M | +12.9% | +30.6% | -17.7% | +1.6% |
| YTD | +22.9% | +28.8% | -6.0% | +11.3% |
| 1Y | +31.4% | +57.8% | -26.4% | +11.9% |
| All | +420.1% | +299.4% | +120.6% | +266.4% |
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