+318.0%
CORZ vs BB
+185.9%
+132.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.0% | +1.7% | -0.4% |
| 7D | +26.4% | +9.0% | +17.4% | +23.2% |
| 30D | -6.8% | +7.7% | -14.5% | -8.6% |
| 3M | -31.1% | +4.0% | -35.1% | -32.1% |
| 6M | -36.9% | +46.6% | -83.5% | -44.4% |
| YTD | -1.2% | +140.6% | -141.9% | -25.0% |
| 1Y | -12.5% | +103.1% | -115.6% | -30.8% |
| All | +318.0% | +185.9% | +132.1% | +177.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling