+318.0%
CORZ vs DBX
+3.1%
+314.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.1% | -2.4% | -1.3% |
| 7D | +26.4% | -6.3% | +32.7% | +26.5% |
| 30D | -6.8% | -5.9% | -0.9% | -6.7% |
| 3M | -31.1% | -0.4% | -30.7% | -31.4% |
| 6M | -36.9% | +29.8% | -66.7% | -40.0% |
| YTD | -1.2% | +20.5% | -21.8% | -5.0% |
| 1Y | -12.5% | +8.7% | -21.2% | -13.5% |
| All | +318.0% | +3.1% | +314.9% | +297.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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