+69.0%
CORZ vs BIYA
-99.9%
+168.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.3% |
| 7D | +26.4% | +10.0% | +16.4% | +26.4% |
| 30D | -6.8% | -17.7% | +10.9% | -6.9% |
| 3M | -31.1% | -55.0% | +23.9% | -31.3% |
| 6M | -36.9% | -85.1% | +48.2% | -37.4% |
| YTD | -1.2% | -96.9% | +95.6% | +2.1% |
| 1Y | -12.5% | -98.5% | +86.0% | -6.2% |
| All | +69.0% | -99.9% | +168.9% | +96.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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