+421.5%
CORZ vs SNY
-2.9%
+424.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.1% | +3.2% | +3.3% |
| 7D | +0.3% | -3.3% | +3.6% | -0.4% |
| 30D | -14.0% | -2.2% | -11.9% | -14.4% |
| 3M | -34.1% | -3.0% | -31.1% | -34.2% |
| 6M | +8.5% | +2.7% | +5.7% | +9.1% |
| YTD | +23.2% | -6.8% | +30.1% | +22.4% |
| 1Y | +15.4% | -5.3% | +20.6% | +14.8% |
| All | +421.5% | -2.9% | +424.4% | +400.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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