+420.1%
CORZ vs D
+64.0%
+356.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.4% | -0.2% |
| 7D | +8.4% | +0.4% | +7.9% | +8.4% |
| 30D | -17.8% | -3.6% | -14.3% | -18.1% |
| 3M | -35.9% | -1.0% | -34.9% | -36.0% |
| 6M | +12.9% | +6.3% | +6.7% | +13.0% |
| YTD | +22.9% | +14.7% | +8.2% | +22.8% |
| 1Y | +31.4% | +16.9% | +14.4% | +31.3% |
| All | +420.1% | +64.0% | +356.0% | +455.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling