-41.3%
CORZ vs DD
+49.3%
-90.6%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | -1.8% | -8.6% | -8.9% |
| 7D | -14.9% | +8.7% | -23.6% | -20.1% |
| 30D | -23.1% | +15.3% | -38.5% | -30.9% |
| 3M | -44.1% | +5.9% | -50.0% | -46.4% |
| 6M | -39.5% | +11.6% | -51.1% | -44.0% |
| YTD | -12.4% | +26.5% | -38.9% | -25.4% |
| 1Y | -41.3% | +35.4% | -76.7% | -50.6% |
| All | -41.3% | +49.3% | -90.6% | -50.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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