-14.5%
SNPS vs CORZ
+162.5%
-177.0%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +11.0% | -10.5% | -1.1% |
| 7D | -0.2% | +14.2% | -14.4% | -2.2% |
| 30D | -8.0% | -3.0% | -5.0% | -8.2% |
| 3M | +12.5% | -26.3% | +38.7% | +16.3% |
| 6M | -10.5% | -36.5% | +26.0% | -6.5% |
| YTD | -1.6% | +0.1% | -1.7% | -3.9% |
| 1Y | +16.8% | -15.9% | +32.7% | +16.2% |
| All | -14.5% | +162.5% | -177.0% | -29.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling