+24.5%
CORZ vs DE
+42.9%
-18.4%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.5% | -2.9% | -3.4% |
| 7D | +7.6% | -3.0% | +10.6% | +8.0% |
| 30D | -6.9% | +11.1% | -18.1% | -8.2% |
| 3M | -33.0% | +17.6% | -50.6% | -33.9% |
| 6M | +19.3% | +13.6% | +5.7% | +17.0% |
| YTD | +24.2% | +46.3% | -22.0% | +36.4% |
| 1Y | +24.5% | +44.2% | -19.7% | +39.3% |
| All | +24.5% | +42.9% | -18.4% | +39.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling