-1.5%
BAC vs CORZ
-41.7%
+40.1%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -10.4% | +14.4% | +4.5% |
| 7D | +1.5% | -14.9% | +16.5% | +2.3% |
| 30D | -4.4% | -23.1% | +18.7% | -3.2% |
| 3M | -17.5% | -44.1% | +26.6% | -15.1% |
| 6M | -0.1% | -39.5% | +39.5% | +0.9% |
| YTD | -4.6% | -12.4% | +7.7% | -7.9% |
| 1Y | -1.5% | -41.3% | +39.8% | -2.6% |
| All | -1.5% | -41.7% | +40.1% | -2.6% |
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