+420.1%
CORZ vs BN
+50.8%
+369.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | +0.2% |
| 7D | +8.4% | -2.5% | +10.8% | +10.9% |
| 30D | -17.8% | -9.5% | -8.3% | -9.9% |
| 3M | -35.9% | -10.4% | -25.5% | -29.3% |
| 6M | +12.9% | -6.4% | +19.3% | +18.3% |
| YTD | +22.9% | -11.9% | +34.7% | +36.5% |
| 1Y | +31.4% | -8.6% | +40.0% | +39.6% |
| All | +420.1% | +50.8% | +369.3% | +279.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling