+281.7%
CORZ vs BN
+58.9%
+222.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.3% | +4.6% | +4.4% |
| 7D | -7.8% | +4.3% | -12.1% | -11.7% |
| 30D | -14.8% | +14.3% | -29.1% | -25.8% |
| 3M | -32.5% | -4.1% | -28.4% | -30.7% |
| 6M | -42.7% | -9.7% | -33.1% | -38.2% |
| YTD | -9.8% | -7.1% | -2.7% | -5.7% |
| 1Y | -31.9% | -7.4% | -24.5% | -28.6% |
| All | +281.7% | +58.9% | +222.8% | +162.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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