-42.9%
CORZ vs BROS
-40.0%
-2.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.3% | +5.7% | +4.0% |
| 7D | -11.2% | -21.2% | +10.0% | -5.3% |
| 30D | -26.2% | -11.6% | -14.7% | -23.7% |
| 3M | -44.1% | -36.7% | -7.5% | -37.0% |
| 6M | -52.3% | -42.8% | -9.4% | -46.0% |
| YTD | -19.2% | -44.8% | +25.6% | -13.1% |
| 1Y | -42.9% | -36.5% | -6.3% | -37.9% |
| All | -42.9% | -40.0% | -2.9% | -37.9% |
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