+444.5%
CORZ vs BB
+146.7%
+297.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.2% | +2.5% | +4.1% |
| 7D | +16.6% | +0.5% | +16.0% | +16.4% |
| 30D | -10.9% | -12.4% | +1.5% | -7.5% |
| 3M | -31.0% | -15.3% | -15.7% | -28.5% |
| 6M | +26.0% | +128.8% | -102.7% | -2.5% |
| YTD | +28.6% | +107.7% | -79.0% | +2.2% |
| 1Y | +34.5% | +103.9% | -69.4% | +6.6% |
| All | +444.5% | +146.7% | +297.8% | +278.5% |
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 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