+318.0%
CORZ vs BBY
+60.3%
+257.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.4% | -0.9% |
| 7D | +26.4% | +4.0% | +22.3% | +25.2% |
| 30D | -6.8% | +17.6% | -24.4% | -11.0% |
| 3M | -31.1% | +25.9% | -57.0% | -35.8% |
| 6M | -36.9% | +85.1% | -122.0% | -49.6% |
| YTD | -1.2% | +60.6% | -61.8% | -17.8% |
| 1Y | -12.5% | +40.2% | -52.7% | -22.7% |
| All | +318.0% | +60.3% | +257.7% | +248.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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