+323.5%
CORZ vs BBWI
-43.6%
+367.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +0.3% | +10.6% | +10.9% |
| 7D | +14.2% | -7.7% | +21.9% | +15.7% |
| 30D | -3.0% | +24.8% | -27.8% | -6.9% |
| 3M | -26.3% | +16.2% | -42.5% | -28.8% |
| 6M | -36.5% | +15.8% | -52.3% | -39.0% |
| YTD | +0.1% | +11.4% | -11.4% | -3.6% |
| 1Y | -15.9% | +3.2% | -19.1% | -18.5% |
| All | +323.5% | -43.6% | +367.2% | +208.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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