-41.3%
CORZ vs BB
+88.0%
-129.3%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | +7.0% | -17.4% | -13.0% |
| 7D | -14.9% | -6.8% | -8.1% | -12.7% |
| 30D | -23.1% | -3.5% | -19.6% | -22.3% |
| 3M | -44.1% | -1.2% | -42.8% | -44.2% |
| 6M | -39.5% | +57.0% | -96.5% | -49.7% |
| YTD | -12.4% | +131.1% | -143.5% | -40.4% |
| 1Y | -41.3% | +87.6% | -128.9% | -56.5% |
| All | -41.3% | +88.0% | -129.3% | -56.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 1y: compounded portfolio wealth divided by compounded BB 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…
1y analysis · Full analysis span regression · 6 months rolling