+269.8%
CORZ vs SN
+352.1%
-82.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +2.9% | +5.2% | +6.8% |
| 7D | +1.7% | +7.6% | -5.9% | -2.0% |
| 30D | -17.5% | +24.1% | -41.5% | -25.9% |
| 3M | -39.5% | +23.7% | -63.2% | -46.0% |
| 6M | -44.5% | +105.5% | -150.0% | -63.2% |
| YTD | -12.6% | +105.1% | -117.7% | -42.2% |
| 1Y | -37.0% | +148.3% | -185.3% | -62.6% |
| All | +269.8% | +352.1% | -82.3% | +33.0% |
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