+420.1%
CORZ vs BB
+141.4%
+278.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +8.4% | -5.6% | +14.0% | +10.2% |
| 30D | -17.8% | -11.8% | -6.0% | -14.9% |
| 3M | -35.9% | -25.5% | -10.4% | -31.1% |
| 6M | +12.9% | +121.3% | -108.3% | -11.8% |
| YTD | +22.9% | +103.2% | -80.3% | -1.7% |
| 1Y | +31.4% | +102.6% | -71.3% | +4.4% |
| All | +420.1% | +141.4% | +278.7% | +263.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling