+322.1%
CORZ vs BP
+55.7%
+266.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.8% |
| 7D | +23.5% | +3.8% | +19.7% | +22.6% |
| 30D | +7.5% | -5.3% | +12.8% | +8.4% |
| 3M | -26.6% | +9.3% | -35.8% | -28.2% |
| 6M | -39.5% | +7.2% | -46.7% | -40.6% |
| YTD | -0.3% | +38.0% | -38.3% | -12.3% |
| 1Y | -4.2% | +33.2% | -37.4% | -14.8% |
| All | +322.1% | +55.7% | +266.4% | +256.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling