+425.9%
CORZ vs BG
+48.1%
+377.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.3% | -3.1% | -3.4% |
| 7D | +7.6% | +0.5% | +7.1% | +7.5% |
| 30D | -6.9% | +10.3% | -17.3% | -8.6% |
| 3M | -33.0% | -1.9% | -31.1% | -32.7% |
| 6M | +19.3% | +5.2% | +14.1% | +18.4% |
| YTD | +24.2% | +41.2% | -16.9% | +19.5% |
| 1Y | +24.5% | +50.5% | -26.0% | +18.3% |
| All | +425.9% | +48.1% | +377.8% | +437.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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