+102.6%
BAC vs CORZ
+223.2%
-120.6%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.3% | -3.1% | 0.0% |
| 7D | 0.0% | +0.3% | -0.3% | 0.0% |
| 30D | -2.8% | -14.0% | +11.3% | -1.8% |
| 3M | +14.2% | -34.1% | +48.3% | +17.1% |
| 6M | +30.5% | +8.5% | +22.1% | +27.9% |
| YTD | +15.8% | +23.2% | -7.4% | +11.9% |
| 1Y | +26.2% | +15.4% | +10.8% | +22.0% |
| All | +102.6% | +223.2% | -120.6% | +74.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling