+241.9%
CORZ vs DE
+78.6%
+163.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.3% | +2.1% | +2.8% |
| 7D | -11.2% | -0.6% | -10.7% | -11.0% |
| 30D | -26.2% | +2.3% | -28.5% | -27.0% |
| 3M | -44.1% | +9.5% | -53.6% | -46.6% |
| 6M | -52.3% | +14.1% | -66.3% | -55.3% |
| YTD | -19.2% | +45.4% | -64.6% | -33.9% |
| 1Y | -42.9% | +42.9% | -85.8% | -53.2% |
| All | +241.9% | +78.6% | +163.2% | +146.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling