+444.5%
CORZ vs BLDR
-63.3%
+507.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -4.9% | +9.6% | +6.2% |
| 7D | +16.6% | -0.3% | +16.9% | +16.5% |
| 30D | -10.9% | -16.2% | +5.4% | -6.2% |
| 3M | -31.0% | -14.4% | -16.6% | -28.7% |
| 6M | +26.0% | -32.8% | +58.8% | +40.1% |
| YTD | +28.6% | -39.2% | +67.8% | +46.7% |
| 1Y | +34.5% | -57.7% | +92.1% | +72.0% |
| All | +444.5% | -63.3% | +507.8% | +601.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 BLDR 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