+241.9%
CORZ vs BROS
+21.9%
+219.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.3% | +5.7% | +4.3% |
| 7D | -11.2% | -21.2% | +10.0% | -3.1% |
| 30D | -26.2% | -11.6% | -14.7% | -23.3% |
| 3M | -44.1% | -36.7% | -7.5% | -33.8% |
| 6M | -52.3% | -42.8% | -9.4% | -42.7% |
| YTD | -19.2% | -44.8% | +25.6% | -2.5% |
| 1Y | -42.9% | -36.5% | -6.3% | -35.6% |
| All | +241.9% | +21.9% | +219.9% | +179.3% |
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