-15.9%
CORZ vs BR
-11.9%
-4.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -0.1% | +11.0% | +10.9% |
| 7D | +14.2% | +1.9% | +12.3% | +15.9% |
| 30D | -3.0% | +15.9% | -18.9% | +7.7% |
| 3M | -26.3% | +13.7% | -39.9% | -18.4% |
| 6M | -36.5% | +31.0% | -67.5% | -21.3% |
| YTD | +0.1% | -12.0% | +12.1% | +3.2% |
| 1Y | -15.9% | -11.5% | -4.4% | -10.8% |
| All | -15.9% | -11.9% | -4.0% | -10.8% |
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