+281.7%
CORZ vs SN
+346.1%
-64.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.3% | +4.5% | +3.8% |
| 7D | -7.8% | +7.6% | -15.3% | -11.1% |
| 30D | -14.8% | +22.4% | -37.2% | -23.1% |
| 3M | -32.5% | +21.7% | -54.1% | -39.3% |
| 6M | -42.7% | +102.8% | -145.5% | -61.7% |
| YTD | -9.8% | +102.4% | -112.2% | -40.0% |
| 1Y | -31.9% | +139.0% | -170.9% | -58.7% |
| All | +281.7% | +346.1% | -64.4% | +38.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling