+31.4%
CORZ vs BNY
+59.6%
-28.2%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.4% |
| 7D | +8.4% | +1.4% | +6.9% | +6.8% |
| 30D | -17.8% | +3.8% | -21.7% | -21.2% |
| 3M | -35.9% | +14.9% | -50.8% | -44.7% |
| 6M | +12.9% | +40.3% | -27.4% | -21.0% |
| YTD | +22.9% | +43.8% | -20.9% | -15.8% |
| 1Y | +31.4% | +58.9% | -27.5% | -12.4% |
| All | +31.4% | +59.6% | -28.2% | -12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 1y: compounded portfolio wealth divided by compounded BNY 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…
1y analysis · Full analysis span regression · 6 months rolling