+1.3%
BAC vs CORZ
-41.4%
+42.7%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.2% | -3.0% | +0.1% |
| 7D | +2.1% | -7.8% | +9.8% | +2.1% |
| 30D | -6.7% | -14.8% | +8.1% | -6.5% |
| 3M | -20.2% | -32.5% | +12.2% | -19.9% |
| All | +1.3% | -41.4% | +42.7% | +2.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling