+31.4%
CORZ vs BTI
+5.0%
+26.4%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.1% | -0.3% |
| 7D | +8.4% | -1.4% | +9.7% | +8.0% |
| 30D | -17.8% | -6.6% | -11.2% | -18.8% |
| 3M | -35.9% | -3.0% | -32.9% | -37.3% |
| 6M | +12.9% | -6.7% | +19.6% | +11.3% |
| YTD | +22.9% | +0.6% | +22.3% | +21.0% |
| 1Y | +31.4% | +5.6% | +25.8% | +40.4% |
| All | +31.4% | +5.0% | +26.4% | +40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 1y: compounded portfolio wealth divided by compounded BTI 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…
1y analysis · Full analysis span regression · 6 months rolling