-21.6%
SAP vs CORZ
+23.8%
-45.4%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.4% | +2.3% | -1.2% |
| 7D | -0.3% | +7.6% | -7.9% | 0.0% |
| 30D | +0.3% | -6.9% | +7.2% | 0.0% |
| 3M | +16.9% | -33.0% | +49.9% | +17.1% |
| 6M | +6.3% | +19.3% | -13.0% | +2.5% |
| YTD | -12.4% | +24.2% | -36.7% | -15.0% |
| 1Y | -21.6% | +24.5% | -46.1% | -19.7% |
| All | -21.6% | +23.8% | -45.4% | -19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CORZ.
Daily Out/Under-Performance
Portfolio return minus CORZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CORZ 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 1y: compounded portfolio wealth divided by compounded CORZ 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…
1y analysis · Full analysis span regression · 6 months rolling