+110.2%
CORZ vs BIYA
-99.8%
+210.0%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.7% | -0.1% |
| 7D | +8.4% | +1.3% | +7.0% | +8.4% |
| 30D | -17.8% | -21.0% | +3.2% | -18.0% |
| 3M | -35.9% | -74.3% | +38.4% | -35.6% |
| 6M | +12.9% | -84.6% | +97.6% | +12.1% |
| YTD | +22.9% | -94.2% | +117.0% | +27.2% |
| 1Y | +31.4% | -98.2% | +129.6% | +45.7% |
| All | +110.2% | -99.8% | +210.0% | +144.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling