+269.8%
CORZ vs BTDR
+2.6%
+267.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +9.9% | -1.7% | +3.9% |
| 7D | +1.7% | +7.1% | -5.4% | -1.3% |
| 30D | -17.5% | -31.4% | +13.9% | -3.1% |
| 3M | -39.5% | -39.2% | -0.2% | -26.6% |
| 6M | -44.5% | -50.9% | +6.4% | -28.0% |
| YTD | -12.6% | -41.0% | +28.4% | +1.6% |
| 1Y | -37.0% | -69.9% | +32.9% | -6.6% |
| All | +269.8% | +2.6% | +267.1% | +142.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling