+420.1%
CORZ vs BROS
+68.2%
+351.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.3% |
| 7D | +8.4% | -6.7% | +15.0% | +11.2% |
| 30D | -17.8% | -29.1% | +11.2% | -6.8% |
| 3M | -35.9% | -16.7% | -19.2% | -33.0% |
| 6M | +12.9% | -11.6% | +24.6% | +14.3% |
| YTD | +22.9% | -23.9% | +46.8% | +31.8% |
| 1Y | +31.4% | -34.8% | +66.1% | +48.8% |
| All | +420.1% | +68.2% | +351.9% | +277.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling