-41.3%
CORZ vs BNY
+45.2%
-86.5%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | +2.3% | -12.7% | -13.2% |
| 7D | -14.9% | +2.8% | -17.7% | -17.9% |
| 30D | -23.1% | +6.7% | -29.8% | -29.1% |
| 3M | -44.1% | -2.2% | -41.9% | -42.8% |
| 6M | -39.5% | +16.8% | -56.3% | -50.3% |
| YTD | -12.4% | +33.9% | -46.2% | -41.1% |
| 1Y | -41.3% | +43.9% | -85.2% | -64.1% |
| All | -41.3% | +45.2% | -86.5% | -64.1% |
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