+322.1%
CORZ vs BB
+179.0%
+143.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.4% | +3.4% | +1.7% |
| 7D | +23.5% | +1.8% | +21.6% | +22.9% |
| 30D | +7.5% | +8.1% | -0.7% | +5.2% |
| 3M | -26.6% | -1.0% | -25.6% | -26.6% |
| 6M | -39.5% | +45.9% | -85.4% | -46.6% |
| YTD | -0.3% | +134.8% | -135.1% | -23.7% |
| 1Y | -4.2% | +104.6% | -108.8% | -24.3% |
| All | +322.1% | +179.0% | +143.1% | +182.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling