-4.2%
CORZ vs DE
+41.5%
-45.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.7% | +1.1% |
| 7D | +23.5% | +0.3% | +23.2% | +23.5% |
| 30D | +7.5% | +3.6% | +3.9% | +7.0% |
| 3M | -26.6% | +10.2% | -36.8% | -27.9% |
| 6M | -39.5% | +16.6% | -56.1% | -40.7% |
| YTD | -0.3% | +45.8% | -46.1% | +5.9% |
| 1Y | -4.2% | +43.9% | -48.1% | +1.2% |
| All | -4.2% | +41.5% | -45.8% | +1.2% |
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