+404.9%
CORZ vs SNY
-3.0%
+408.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.3% | -3.7% | -4.0% |
| 7D | -3.0% | -3.6% | +0.7% | -3.7% |
| 30D | -12.1% | -1.9% | -10.2% | -12.4% |
| 3M | -32.4% | -2.0% | -30.4% | -32.4% |
| 6M | +12.4% | +2.5% | +9.8% | +13.0% |
| YTD | +19.3% | -7.0% | +26.3% | +18.5% |
| 1Y | +8.6% | -4.4% | +13.0% | +8.2% |
| All | +404.9% | -3.0% | +408.0% | +384.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling