+318.0%
CORZ vs SNAP
-68.7%
+386.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.2% | +0.9% | -0.7% |
| 7D | +26.4% | +2.6% | +23.8% | +25.6% |
| 30D | -6.8% | -19.6% | +12.8% | -1.1% |
| 3M | -31.1% | +0.4% | -31.5% | -31.3% |
| 6M | -36.9% | -5.9% | -31.0% | -36.7% |
| YTD | -1.2% | -35.3% | +34.1% | +7.9% |
| 1Y | -12.5% | -42.6% | +30.0% | -1.4% |
| All | +318.0% | -68.7% | +386.7% | +375.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling