+444.5%
CORZ vs BTG
+103.1%
+341.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.9% | +7.5% | +5.4% |
| 7D | +16.6% | +4.8% | +11.7% | +15.3% |
| 30D | -10.9% | +8.3% | -19.2% | -12.5% |
| 3M | -31.0% | +32.3% | -63.3% | -36.0% |
| 6M | +26.0% | +3.0% | +23.1% | +22.9% |
| YTD | +28.6% | +21.9% | +6.7% | +20.1% |
| 1Y | +34.5% | +28.2% | +6.3% | +22.2% |
| All | +444.5% | +103.1% | +341.4% | +306.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling