+322.1%
CORZ vs BROS
+29.6%
+292.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.5% | -5.5% | -1.6% |
| 7D | +23.5% | +6.3% | +17.2% | +20.4% |
| 30D | +7.5% | -8.3% | +15.8% | +10.5% |
| 3M | -26.6% | -29.8% | +3.2% | -16.6% |
| 6M | -39.5% | -25.8% | -13.7% | -35.0% |
| YTD | -0.3% | -41.4% | +41.1% | +17.4% |
| 1Y | -4.2% | -35.2% | +30.9% | +7.3% |
| All | +322.1% | +29.6% | +292.5% | +236.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling