+230.8%
CORZ vs SN
+327.7%
-96.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -1.0% | -9.8% | -10.4% |
| 7D | -21.1% | +3.8% | -25.0% | -22.8% |
| 30D | -31.8% | +17.5% | -49.3% | -37.3% |
| 3M | -47.7% | +19.2% | -67.0% | -52.6% |
| 6M | -48.7% | +84.9% | -133.6% | -64.1% |
| YTD | -21.8% | +94.0% | -115.9% | -47.0% |
| 1Y | -47.8% | +151.3% | -199.1% | -69.5% |
| All | +230.8% | +327.7% | -96.9% | +22.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling