+34.5%
CORZ vs BROS
-30.1%
+64.6%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.5% | +6.2% | +5.1% |
| 7D | +16.6% | -0.9% | +17.5% | +16.7% |
| 30D | -10.9% | -13.5% | +2.6% | -7.7% |
| 3M | -31.0% | -18.4% | -12.6% | -29.5% |
| 6M | +26.0% | -10.6% | +36.6% | +25.3% |
| YTD | +28.6% | -25.1% | +53.7% | +29.8% |
| 1Y | +34.5% | -28.6% | +63.1% | +32.9% |
| All | +34.5% | -30.1% | +64.6% | +32.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling