+281.7%
CORZ vs SNAP
-70.0%
+351.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.0% | +4.2% | +3.5% |
| 7D | -7.8% | -10.6% | +2.8% | -5.1% |
| 30D | -14.8% | -19.7% | +4.9% | -9.6% |
| 3M | -32.5% | -6.5% | -25.9% | -31.5% |
| 6M | -42.7% | -17.8% | -25.0% | -40.5% |
| YTD | -9.8% | -38.0% | +28.2% | -0.4% |
| 1Y | -31.9% | -42.5% | +10.5% | -23.4% |
| All | +281.7% | -70.0% | +351.7% | +338.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling