+425.9%
CORZ vs BTDR
+91.5%
+334.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.7% | -0.7% | -2.3% |
| 7D | +7.6% | +14.8% | -7.2% | +1.6% |
| 30D | -6.9% | +41.8% | -48.8% | -20.1% |
| 3M | -33.0% | -29.2% | -3.8% | -24.9% |
| 6M | +19.3% | +66.2% | -46.8% | -7.3% |
| YTD | +24.2% | +10.0% | +14.3% | +11.4% |
| 1Y | +24.5% | -11.0% | +35.5% | +12.7% |
| All | +425.9% | +91.5% | +334.4% | +165.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 10y: compounded portfolio wealth divided by compounded BTDR 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…
10y analysis · Full analysis span regression · 6 months rolling