+3.4%
BAC vs CORZ
-39.7%
+43.1%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | 0.0% | +1.0% |
| 7D | +3.2% | +23.5% | -20.2% | +2.4% |
| 30D | -0.7% | +7.5% | -8.2% | -1.3% |
| 3M | -20.0% | -26.6% | +6.6% | -19.9% |
| 6M | +3.4% | -39.5% | +42.9% | +3.2% |
| All | +3.4% | -39.7% | +43.1% | +3.2% |
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