+420.1%
CORZ vs DD
+71.5%
+348.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.4% | -0.3% |
| 7D | +8.4% | -3.5% | +11.9% | +11.3% |
| 30D | -17.8% | -10.3% | -7.5% | -10.7% |
| 3M | -35.9% | -7.5% | -28.4% | -31.9% |
| 6M | +12.9% | -8.0% | +20.9% | +20.2% |
| YTD | +22.9% | +10.5% | +12.4% | +13.6% |
| 1Y | +31.4% | +38.3% | -6.9% | +0.2% |
| All | +420.1% | +71.5% | +348.6% | +217.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling