+281.7%
CORZ vs BP
+50.1%
+231.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | 0.0% | +3.2% | +3.2% |
| 7D | -7.8% | -6.3% | -1.5% | -6.6% |
| 30D | -14.8% | -3.6% | -11.2% | -14.3% |
| 3M | -32.5% | +5.2% | -37.7% | -33.5% |
| 6M | -42.7% | +5.3% | -48.0% | -43.7% |
| YTD | -9.8% | +33.1% | -43.0% | -20.2% |
| 1Y | -31.9% | +26.3% | -58.2% | -38.6% |
| All | +281.7% | +50.1% | +231.6% | +224.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling