+318.0%
CORZ vs BDX
+22.1%
+295.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.9% | -1.1% |
| 7D | +26.4% | +1.0% | +25.4% | +26.7% |
| 30D | -6.8% | +15.1% | -21.9% | -2.9% |
| 3M | -31.1% | +18.2% | -49.3% | -27.6% |
| 6M | -36.9% | +48.1% | -85.0% | -30.5% |
| YTD | -1.2% | +44.1% | -45.4% | +8.9% |
| 1Y | -12.5% | +46.4% | -58.9% | -3.3% |
| All | +318.0% | +22.1% | +295.9% | +346.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 10y: compounded portfolio wealth divided by compounded BDX 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…
10y analysis · Full analysis span regression · 6 months rolling