+444.5%
CORZ vs DE
+80.6%
+363.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.8% | +6.5% | +5.5% |
| 7D | +16.6% | +0.7% | +15.9% | +16.2% |
| 30D | -10.9% | +9.6% | -20.5% | -14.6% |
| 3M | -31.0% | +19.0% | -50.0% | -36.4% |
| 6M | +26.0% | +16.1% | +10.0% | +17.1% |
| YTD | +28.6% | +47.0% | -18.4% | +5.0% |
| 1Y | +34.5% | +43.1% | -8.7% | +10.2% |
| All | +444.5% | +80.6% | +363.9% | +291.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling