+444.5%
CORZ vs BTDR
+96.7%
+347.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.3% | +2.4% | +3.7% |
| 7D | +16.6% | +22.4% | -5.9% | +7.2% |
| 30D | -10.9% | +16.5% | -27.3% | -17.6% |
| 3M | -31.0% | -31.5% | +0.5% | -21.8% |
| 6M | +26.0% | +74.0% | -48.0% | -3.9% |
| YTD | +28.6% | +13.0% | +15.6% | +14.0% |
| 1Y | +34.5% | -0.2% | +34.7% | +16.1% |
| All | +444.5% | +96.7% | +347.7% | +171.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling