+404.9%
CORZ vs DE
+79.9%
+325.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.1% | -4.1% | -4.0% |
| 7D | -3.0% | -2.4% | -0.6% | -2.0% |
| 30D | -12.1% | +9.7% | -21.8% | -15.9% |
| 3M | -32.4% | +21.4% | -53.7% | -38.2% |
| 6M | +12.4% | +15.0% | -2.7% | +4.9% |
| YTD | +19.3% | +46.4% | -27.1% | -2.4% |
| 1Y | +8.6% | +45.6% | -37.0% | -12.0% |
| All | +404.9% | +79.9% | +325.1% | +263.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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