+421.5%
CORZ vs BRO
-15.0%
+436.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.2% | +3.5% | +3.2% |
| 7D | +0.3% | -7.3% | +7.6% | -1.3% |
| 30D | -14.0% | -6.9% | -7.2% | -15.2% |
| 3M | -34.1% | +10.7% | -44.8% | -34.7% |
| 6M | +8.5% | -2.7% | +11.2% | +9.6% |
| YTD | +23.2% | -16.3% | +39.5% | +27.4% |
| 1Y | +15.4% | -29.1% | +44.5% | +26.3% |
| All | +421.5% | -15.0% | +436.5% | +357.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling