+441.3%
CORZ vs BTSG
+421.3%
+20.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +3.0% | +1.7% | +3.3% |
| 7D | +16.6% | +5.7% | +10.8% | +13.6% |
| 30D | -10.9% | +0.2% | -11.1% | -11.2% |
| 3M | -31.0% | +5.6% | -36.7% | -33.1% |
| 6M | +26.0% | +50.8% | -24.7% | +2.9% |
| YTD | +28.6% | +67.0% | -38.4% | -0.2% |
| 1Y | +34.5% | +145.5% | -111.1% | -13.1% |
| All | +441.3% | +421.3% | +20.0% | +139.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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