+241.9%
CORZ vs SN
+339.1%
-97.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.7% | +0.7% | +2.1% |
| 7D | -11.2% | +7.2% | -18.4% | -14.5% |
| 30D | -26.2% | +20.4% | -46.6% | -32.9% |
| 3M | -44.1% | +23.9% | -68.0% | -50.3% |
| 6M | -52.3% | +93.0% | -145.3% | -67.2% |
| YTD | -19.2% | +99.2% | -118.5% | -45.9% |
| 1Y | -42.9% | +142.6% | -185.5% | -65.8% |
| All | +241.9% | +339.1% | -97.3% | +24.5% |
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 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