-41.3%
CORZ vs SN
+156.5%
-197.8%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | +4.1% | -14.5% | -11.5% |
| 7D | -14.9% | +10.6% | -25.6% | -17.7% |
| 30D | -23.1% | +20.0% | -43.1% | -27.4% |
| 3M | -44.1% | +30.4% | -74.4% | -48.9% |
| 6M | -39.5% | +91.0% | -130.5% | -54.0% |
| YTD | -12.4% | +95.9% | -108.3% | -34.7% |
| 1Y | -41.3% | +158.9% | -200.2% | -60.1% |
| All | -41.3% | +156.5% | -197.8% | -60.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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