+420.1%
CORZ vs BBWI
-49.4%
+469.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.8% | -2.9% | -0.5% |
| 7D | +8.4% | +1.5% | +6.8% | +8.1% |
| 30D | -17.8% | -5.2% | -12.6% | -17.3% |
| 3M | -35.9% | +11.1% | -47.0% | -37.5% |
| 6M | +12.9% | -13.4% | +26.3% | +14.7% |
| YTD | +22.9% | +0.1% | +22.8% | +21.1% |
| 1Y | +31.4% | -36.1% | +67.5% | +39.7% |
| All | +420.1% | -49.4% | +469.4% | +287.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling