-34.1%
CORZ vs DBX
+4.4%
-38.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -6.0% | +14.2% | +5.9% |
| 7D | +1.7% | -8.6% | +10.3% | -1.1% |
| 30D | -17.5% | -5.2% | -12.3% | -18.8% |
| 3M | -39.5% | -6.4% | -33.1% | -40.3% |
| 6M | -44.5% | +12.7% | -57.2% | -42.2% |
| YTD | -12.6% | +17.2% | -29.8% | -12.1% |
| All | -34.1% | +4.4% | -38.5% | -34.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling