+322.1%
CORZ vs BBWI
-44.5%
+366.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.5% | +0.7% |
| 7D | +23.5% | +0.1% | +23.3% | +23.5% |
| 30D | +7.5% | +12.9% | -5.4% | +5.0% |
| 3M | -26.6% | +16.0% | -42.6% | -29.0% |
| 6M | -39.5% | +16.6% | -56.1% | -41.9% |
| YTD | -0.3% | +9.7% | -10.0% | -3.7% |
| 1Y | -4.2% | +1.5% | -5.7% | -7.0% |
| All | +322.1% | -44.5% | +366.6% | +207.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling