+269.8%
CORZ vs BR
-2.1%
+271.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +1.0% | +7.1% | +8.2% |
| 7D | +1.7% | +4.4% | -2.7% | +1.7% |
| 30D | -17.5% | +16.3% | -33.7% | -18.1% |
| 3M | -39.5% | +16.2% | -55.7% | -40.1% |
| 6M | -44.5% | +30.3% | -74.8% | -46.4% |
| YTD | -12.6% | -12.2% | -0.4% | +3.1% |
| 1Y | -37.0% | -11.3% | -25.7% | -26.6% |
| All | +269.8% | -2.1% | +271.9% | +289.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling