+16.2%
BX vs CORZ
+223.2%
-207.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.3% | -0.8% | +2.1% |
| 7D | -5.6% | +0.3% | -5.9% | -5.7% |
| 30D | -12.2% | -14.0% | +1.8% | -10.7% |
| 3M | +7.4% | -34.1% | +41.5% | +12.1% |
| 6M | +22.2% | +8.5% | +13.7% | +18.2% |
| YTD | -14.0% | +23.2% | -37.2% | -18.5% |
| 1Y | -27.3% | +15.4% | -42.7% | -31.1% |
| All | +16.2% | +223.2% | -207.1% | -9.7% |
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