+281.7%
CORZ vs BIL
+12.2%
+269.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | 0.0% | +3.2% | +3.1% |
| 7D | -7.8% | +0.1% | -7.9% | -8.6% |
| 30D | -14.8% | 0.0% | -14.8% | -13.7% |
| 3M | -32.5% | +0.6% | -33.1% | -33.4% |
| 6M | -42.7% | +1.5% | -44.2% | -47.2% |
| YTD | -9.8% | +2.8% | -12.6% | -34.3% |
| 1Y | -31.9% | +3.3% | -35.3% | -54.6% |
| All | +281.7% | +12.2% | +269.4% | -19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL 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 BIL 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