+420.1%
CORZ vs BG
+42.4%
+377.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.1% |
| 7D | +8.4% | +2.8% | +5.6% | +7.8% |
| 30D | -17.8% | +12.0% | -29.9% | -19.7% |
| 3M | -35.9% | -7.7% | -28.2% | -34.9% |
| 6M | +12.9% | +4.5% | +8.4% | +12.2% |
| YTD | +22.9% | +35.7% | -12.8% | +19.0% |
| 1Y | +31.4% | +50.1% | -18.7% | +25.0% |
| All | +420.1% | +42.4% | +377.7% | +435.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling