-4.7%
BAC vs CORZ
-18.5%
+13.9%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | -0.2% |
| 7D | +1.5% | +26.4% | -24.9% | -0.1% |
| 30D | -6.4% | -6.8% | +0.4% | -6.3% |
| 3M | -21.7% | -31.1% | +9.4% | -20.3% |
| 6M | +0.5% | -36.9% | +37.4% | +1.6% |
| YTD | -6.7% | -1.2% | -5.5% | -12.0% |
| 1Y | -4.7% | -12.5% | +7.9% | -9.1% |
| All | -4.7% | -18.5% | +13.9% | -9.1% |
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