+281.7%
CORZ vs D
+72.0%
+209.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.2% | +3.0% | +3.3% |
| 7D | -7.8% | +2.4% | -10.2% | -7.3% |
| 30D | -14.8% | +10.9% | -25.7% | -13.3% |
| 3M | -32.5% | +2.8% | -35.3% | -31.7% |
| 6M | -42.7% | +12.7% | -55.4% | -41.9% |
| YTD | -9.8% | +20.3% | -30.1% | -8.7% |
| 1Y | -31.9% | +17.1% | -49.1% | -31.0% |
| All | +281.7% | +72.0% | +209.7% | +312.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling