+425.9%
CORZ vs DBX
+6.4%
+419.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.3% | -5.7% | -3.6% |
| 7D | +7.6% | +0.3% | +7.4% | +7.6% |
| 30D | -6.9% | 0.0% | -6.9% | -7.0% |
| 3M | -33.0% | +26.1% | -59.1% | -35.3% |
| 6M | +19.3% | +29.4% | -10.0% | +14.1% |
| YTD | +24.2% | +24.4% | -0.2% | +19.7% |
| 1Y | +24.5% | +10.9% | +13.6% | +23.4% |
| All | +425.9% | +6.4% | +419.4% | +401.3% |
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