-4.2%
CORZ vs SN
+141.7%
-146.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.8% | -1.9% | +0.2% |
| 7D | +23.5% | +1.5% | +21.9% | +22.9% |
| 30D | +7.5% | +21.5% | -14.0% | +1.0% |
| 3M | -26.6% | +20.0% | -46.6% | -30.8% |
| 6M | -39.5% | +119.9% | -159.4% | -57.5% |
| YTD | -0.3% | +102.3% | -102.6% | -26.7% |
| 1Y | -4.2% | +148.0% | -152.2% | -32.5% |
| All | -4.2% | +141.7% | -146.0% | -32.5% |
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