+8.6%
CORZ vs BR
-31.2%
+39.9%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.1% | -4.1% | -3.9% |
| 7D | -3.0% | -6.0% | +3.0% | -6.7% |
| 30D | -12.1% | -0.9% | -11.2% | -12.2% |
| 3M | -32.4% | +16.4% | -48.8% | -23.8% |
| 6M | +12.4% | -8.2% | +20.5% | +10.1% |
| YTD | +19.3% | -23.2% | +42.5% | +6.3% |
| 1Y | +8.6% | -30.9% | +39.6% | -9.0% |
| All | +8.6% | -31.2% | +39.9% | -9.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling