+2,223.1%
BE vs CORZ
+223.2%
+1,999.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +3.3% | +3.4% | +5.4% |
| 7D | +9.0% | +0.3% | +8.8% | +9.1% |
| 30D | +16.3% | -14.0% | +30.3% | +23.4% |
| 3M | +10.8% | -34.1% | +44.9% | +29.0% |
| 6M | +73.2% | +8.5% | +64.7% | +69.6% |
| YTD | +217.4% | +23.2% | +194.1% | +202.4% |
| 1Y | +309.8% | +15.4% | +294.4% | +306.9% |
| All | +2,223.1% | +223.2% | +1,999.8% | +1,742.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling