-41.3%
CORZ vs BRO
-3.8%
-37.5%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | +4.2% | -14.6% | -6.9% |
| 7D | -14.9% | +12.2% | -27.1% | -5.9% |
| 30D | -23.1% | +21.3% | -44.4% | -9.2% |
| 3M | -44.1% | +4.1% | -48.1% | -40.8% |
| 6M | -39.5% | +28.9% | -68.4% | -27.3% |
| YTD | -12.4% | -6.6% | -5.8% | -9.0% |
| 1Y | -41.3% | -5.6% | -35.8% | -38.3% |
| All | -41.3% | -3.8% | -37.5% | -38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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