+404.9%
CORZ vs BNY
+212.9%
+192.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | 0.0% | -4.0% | -4.0% |
| 7D | -3.0% | -1.1% | -1.9% | -1.9% |
| 30D | -12.1% | +1.4% | -13.5% | -13.4% |
| 3M | -32.4% | +16.8% | -49.2% | -42.6% |
| 6M | +12.4% | +42.0% | -29.6% | -21.4% |
| YTD | +19.3% | +41.9% | -22.6% | -16.6% |
| 1Y | +8.6% | +59.2% | -50.6% | -32.3% |
| All | +404.9% | +212.9% | +192.0% | +63.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling