-12.5%
CORZ vs BTI
+15.9%
-28.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | +26.4% | -3.2% | +29.6% | +24.9% |
| 30D | -6.8% | +9.7% | -16.5% | -4.3% |
| 3M | -31.1% | +11.1% | -42.2% | -28.9% |
| 6M | -36.9% | -1.2% | -35.7% | -34.3% |
| YTD | -1.2% | +12.7% | -13.9% | -4.0% |
| 1Y | -12.5% | +15.8% | -28.3% | -15.8% |
| All | -12.5% | +15.9% | -28.5% | -15.8% |
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