+281.7%
CORZ vs BROS
+27.4%
+254.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.0% | +5.2% | +4.0% |
| 7D | -7.8% | -19.0% | +11.2% | -0.3% |
| 30D | -14.8% | -7.3% | -7.5% | -12.8% |
| 3M | -32.5% | -31.2% | -1.3% | -22.6% |
| 6M | -42.7% | -33.0% | -9.7% | -35.7% |
| YTD | -9.8% | -42.4% | +32.5% | +7.0% |
| 1Y | -31.9% | -37.7% | +5.8% | -22.3% |
| All | +281.7% | +27.4% | +254.3% | +206.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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