+230.8%
CORZ vs SNAP
-69.5%
+300.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -14.0% | +3.2% | -7.0% |
| 7D | -21.1% | -10.4% | -10.7% | -18.8% |
| 30D | -31.8% | -11.9% | -19.8% | -29.4% |
| 3M | -47.7% | -4.5% | -43.2% | -47.3% |
| 6M | -48.7% | -16.7% | -32.0% | -46.9% |
| YTD | -21.8% | -36.9% | +15.1% | -14.1% |
| 1Y | -47.8% | -30.3% | -17.5% | -44.5% |
| All | +230.8% | -69.5% | +300.3% | +278.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling