-4.2%
CORZ vs BP
+31.6%
-35.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +1.0% |
| 7D | +23.5% | +3.8% | +19.7% | +23.6% |
| 30D | +7.5% | -5.3% | +12.8% | +6.9% |
| 3M | -26.6% | +9.3% | -35.8% | -26.4% |
| 6M | -39.5% | +7.2% | -46.7% | -38.6% |
| YTD | -0.3% | +38.0% | -38.3% | -13.2% |
| 1Y | -4.2% | +33.2% | -37.4% | -14.5% |
| All | -4.2% | +31.6% | -35.8% | -14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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