+230.8%
CORZ vs D
+75.2%
+155.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -0.2% | -10.7% | -10.8% |
| 7D | -21.1% | +6.9% | -28.1% | -20.1% |
| 30D | -31.8% | +12.3% | -44.1% | -30.4% |
| 3M | -47.7% | +3.0% | -50.8% | -47.1% |
| 6M | -48.7% | +12.8% | -61.5% | -47.8% |
| YTD | -21.8% | +22.6% | -44.4% | -20.6% |
| 1Y | -47.8% | +21.7% | -69.5% | -46.9% |
| All | +230.8% | +75.2% | +155.6% | +258.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling