+318.0%
CORZ vs BROS
+21.7%
+296.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.7% | +2.4% | +0.2% |
| 7D | +26.4% | -2.5% | +28.8% | +27.6% |
| 30D | -6.8% | -11.2% | +4.4% | -3.1% |
| 3M | -31.1% | -33.9% | +2.8% | -19.8% |
| 6M | -36.9% | -33.5% | -3.4% | -29.2% |
| YTD | -1.2% | -44.9% | +43.7% | +19.3% |
| 1Y | -12.5% | -41.5% | +29.0% | +2.4% |
| All | +318.0% | +21.7% | +296.3% | +241.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling