+34.5%
CORZ vs DD
+37.3%
-2.8%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.2% | +4.9% | +4.8% |
| 7D | +16.6% | -0.6% | +17.2% | +16.9% |
| 30D | -10.9% | -7.4% | -3.4% | -6.8% |
| 3M | -31.0% | -6.4% | -24.6% | -28.3% |
| 6M | +26.0% | -2.5% | +28.5% | +28.7% |
| YTD | +28.6% | +10.2% | +18.4% | +31.0% |
| 1Y | +34.5% | +36.9% | -2.5% | +43.0% |
| All | +34.5% | +37.3% | -2.8% | +43.0% |
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