+420.1%
CORZ vs SN
+241.5%
+178.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +1.0% | +0.5% |
| 7D | +8.4% | -9.3% | +17.7% | +13.4% |
| 30D | -17.8% | -4.8% | -13.0% | -16.2% |
| 3M | -35.9% | +40.4% | -76.3% | -47.9% |
| 6M | +12.9% | +50.9% | -38.0% | -12.6% |
| YTD | +22.9% | +54.9% | -32.1% | -6.2% |
| 1Y | +31.4% | +43.0% | -11.7% | +4.4% |
| All | +420.1% | +241.5% | +178.6% | +115.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling