-31.9%
CORZ vs SN
+140.3%
-172.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.3% | +4.5% | +3.6% |
| 7D | -7.8% | +7.6% | -15.3% | -9.9% |
| 30D | -14.8% | +22.4% | -37.2% | -20.5% |
| 3M | -32.5% | +21.7% | -54.1% | -37.0% |
| 6M | -42.7% | +102.8% | -145.5% | -59.0% |
| YTD | -9.8% | +102.4% | -112.2% | -36.1% |
| 1Y | -31.9% | +139.0% | -170.9% | -55.8% |
| All | -31.9% | +140.3% | -172.3% | -55.8% |
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