+241.9%
CORZ vs DD
+91.0%
+150.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.1% | +2.2% | +2.5% |
| 7D | -11.2% | +4.6% | -15.9% | -13.6% |
| 30D | -26.2% | +11.8% | -38.0% | -31.7% |
| 3M | -44.1% | +2.2% | -46.3% | -44.6% |
| 6M | -52.3% | -1.6% | -50.6% | -51.4% |
| YTD | -19.2% | +23.0% | -42.2% | -30.7% |
| 1Y | -42.9% | +26.9% | -69.8% | -52.2% |
| All | +241.9% | +91.0% | +150.9% | +93.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling