+404.9%
CORZ vs BTG
+100.5%
+304.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.9% | -1.1% | -3.3% |
| 7D | -3.0% | -5.5% | +2.5% | -1.7% |
| 30D | -12.1% | +6.1% | -18.2% | -13.3% |
| 3M | -32.4% | +38.6% | -71.0% | -38.0% |
| 6M | +12.4% | +0.7% | +11.7% | +10.1% |
| YTD | +19.3% | +20.3% | -1.0% | +11.8% |
| 1Y | +8.6% | +25.0% | -16.4% | -0.7% |
| All | +404.9% | +100.5% | +304.5% | +278.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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