-31.9%
CORZ vs DAR
+57.1%
-89.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.8% | +5.1% | +3.7% |
| 7D | -7.8% | -3.8% | -4.0% | -7.0% |
| 30D | -14.8% | -14.4% | -0.4% | -12.3% |
| 3M | -32.5% | -17.9% | -14.5% | -30.4% |
| 6M | -42.7% | -18.3% | -24.4% | -40.7% |
| YTD | -9.8% | +43.2% | -53.1% | -20.6% |
| 1Y | -31.9% | +57.7% | -89.6% | -38.1% |
| All | -31.9% | +57.1% | -89.0% | -38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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