+241.9%
CORZ vs BB
+174.0%
+67.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +4.4% | -1.1% | +2.0% |
| 7D | -11.2% | +3.8% | -15.0% | -12.3% |
| 30D | -26.2% | -0.3% | -25.9% | -26.0% |
| 3M | -44.1% | -0.5% | -43.7% | -44.3% |
| 6M | -52.3% | +45.9% | -98.2% | -57.9% |
| YTD | -19.2% | +130.6% | -149.8% | -37.9% |
| 1Y | -42.9% | +89.2% | -132.1% | -53.9% |
| All | +241.9% | +174.0% | +67.9% | +130.0% |
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