+101.7%
BAC vs CORZ
+237.5%
-135.8%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.7% | -5.2% | -0.8% |
| 7D | +1.2% | +16.6% | -15.4% | 0.0% |
| 30D | -0.7% | -10.9% | +10.1% | 0.0% |
| 3M | +16.9% | -31.0% | +47.9% | +19.4% |
| 6M | +29.6% | +26.0% | +3.6% | +25.5% |
| YTD | +15.3% | +28.6% | -13.4% | +11.1% |
| 1Y | +28.8% | +34.5% | -5.6% | +23.0% |
| All | +101.7% | +237.5% | -135.8% | +73.1% |
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 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