+425.9%
CORZ vs BR
-14.4%
+440.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.3% | -3.1% | -3.4% |
| 7D | +7.6% | -5.0% | +12.6% | +8.1% |
| 30D | -6.9% | -2.5% | -4.5% | -6.8% |
| 3M | -33.0% | +13.5% | -46.5% | -34.7% |
| 6M | +19.3% | -9.4% | +28.7% | +27.4% |
| YTD | +24.2% | -23.3% | +47.5% | +47.5% |
| 1Y | +24.5% | -31.6% | +56.1% | +61.9% |
| All | +425.9% | -14.4% | +440.3% | +456.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 10y: compounded portfolio wealth divided by compounded BR 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…
10y analysis · Full analysis span regression · 6 months rolling