+322.1%
CORZ vs BAX
-29.3%
+351.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.9% |
| 7D | +23.5% | +0.1% | +23.4% | +23.5% |
| 30D | +7.5% | +4.1% | +3.4% | +6.9% |
| 3M | -26.6% | -4.5% | -22.0% | -26.2% |
| 6M | -39.5% | +49.2% | -88.7% | -42.7% |
| YTD | -0.3% | +35.2% | -35.5% | -5.3% |
| 1Y | -4.2% | +38.3% | -42.5% | -9.5% |
| All | +322.1% | -29.3% | +351.4% | +388.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling