-41.3%
CORZ vs D
+23.9%
-65.2%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | +4.4% | -14.8% | -7.5% |
| 7D | -14.9% | +8.5% | -23.4% | -10.3% |
| 30D | -23.1% | +14.3% | -37.4% | -16.9% |
| 3M | -44.1% | +1.8% | -45.8% | -42.4% |
| 6M | -39.5% | +13.0% | -52.6% | -35.4% |
| YTD | -12.4% | +22.7% | -35.1% | -5.9% |
| 1Y | -41.3% | +22.6% | -63.9% | -37.4% |
| All | -41.3% | +23.9% | -65.2% | -37.4% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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