+230.8%
CORZ vs BAM
+45.8%
+185.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -3.0% | -7.8% | -8.5% |
| 7D | -21.1% | +7.9% | -29.1% | -26.6% |
| 30D | -31.8% | +16.0% | -47.8% | -40.4% |
| 3M | -47.7% | +0.6% | -48.4% | -49.0% |
| 6M | -48.7% | +10.5% | -59.2% | -54.4% |
| YTD | -21.8% | +3.2% | -25.1% | -26.7% |
| 1Y | -47.8% | +1.0% | -48.8% | -50.0% |
| All | +230.8% | +45.8% | +185.0% | +133.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 3y: compounded portfolio wealth divided by compounded BAM 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…
3y analysis · Full analysis span regression · 6 months rolling