-11.4%
CORZ vs SN
+143.9%
-155.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +0.2% | +10.8% | +10.9% |
| 7D | +14.2% | +3.5% | +10.7% | +13.1% |
| 30D | -3.0% | +19.4% | -22.4% | -8.5% |
| 3M | -26.3% | +20.9% | -47.2% | -30.8% |
| 6M | -36.5% | +111.1% | -147.6% | -55.1% |
| YTD | +0.1% | +102.8% | -102.7% | -27.9% |
| All | -11.4% | +143.9% | -155.2% | -39.6% |
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