+318.0%
CORZ vs DD
+101.6%
+216.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -0.8% |
| 7D | +26.4% | +6.7% | +19.6% | +20.0% |
| 30D | -6.8% | +19.4% | -26.2% | -18.0% |
| 3M | -31.1% | +7.6% | -38.7% | -34.5% |
| 6M | -36.9% | +2.9% | -39.8% | -38.1% |
| YTD | -1.2% | +29.9% | -31.1% | -18.8% |
| 1Y | -12.5% | +28.6% | -41.2% | -27.5% |
| All | +318.0% | +101.6% | +216.4% | +127.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling