+322.1%
CORZ vs SN
+345.9%
-23.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.8% | -1.9% | -0.4% |
| 7D | +23.5% | +1.5% | +21.9% | +22.6% |
| 30D | +7.5% | +21.5% | -14.0% | -2.7% |
| 3M | -26.6% | +20.0% | -46.6% | -33.5% |
| 6M | -39.5% | +119.9% | -159.4% | -61.3% |
| YTD | -0.3% | +102.3% | -102.6% | -33.6% |
| 1Y | -4.2% | +148.0% | -152.2% | -43.2% |
| All | +322.1% | +345.9% | -23.8% | +52.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling