+444.5%
CORZ vs BAX
-31.9%
+476.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -3.8% | +8.5% | +5.2% |
| 7D | +16.6% | -2.4% | +19.0% | +16.9% |
| 30D | -10.9% | -9.7% | -1.1% | -9.7% |
| 3M | -31.0% | +29.3% | -60.3% | -33.2% |
| 6M | +26.0% | +40.7% | -14.6% | +19.9% |
| YTD | +28.6% | +30.3% | -1.6% | +22.8% |
| 1Y | +34.5% | +3.4% | +31.1% | +33.8% |
| All | +444.5% | -31.9% | +476.4% | +533.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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