+323.5%
CORZ vs BN
+57.6%
+265.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -0.8% | +11.7% | +11.7% |
| 7D | +14.2% | -2.4% | +16.6% | +16.9% |
| 30D | -3.0% | +13.5% | -16.5% | -15.1% |
| 3M | -26.3% | -5.9% | -20.3% | -23.0% |
| 6M | -36.5% | -8.9% | -27.6% | -32.2% |
| YTD | +0.1% | -7.9% | +7.9% | +5.2% |
| 1Y | -15.9% | -8.3% | -7.6% | -11.0% |
| All | +323.5% | +57.6% | +265.9% | +192.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling