-41.3%
CORZ vs SNAP
-22.3%
-19.0%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | +5.9% | -16.3% | -11.6% |
| 7D | -14.9% | -0.7% | -14.3% | -14.9% |
| 30D | -23.1% | +5.5% | -28.7% | -23.8% |
| 3M | -44.1% | +2.2% | -46.3% | -44.4% |
| 6M | -39.5% | -4.1% | -35.5% | -38.5% |
| YTD | -12.4% | -26.6% | +14.3% | -15.6% |
| 1Y | -41.3% | -20.7% | -20.6% | -42.9% |
| All | -41.3% | -22.3% | -19.0% | -42.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 1y: compounded portfolio wealth divided by compounded SNAP 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…
1y analysis · Full analysis span regression · 6 months rolling