+420.1%
CORZ vs DE
+84.0%
+336.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | +0.1% | 0.0% |
| 7D | +8.4% | +10.0% | -1.7% | +4.0% |
| 30D | -17.8% | +13.3% | -31.1% | -22.4% |
| 3M | -35.9% | +17.5% | -53.4% | -40.4% |
| 6M | +12.9% | +13.6% | -0.6% | +6.1% |
| YTD | +22.9% | +49.8% | -26.9% | -0.4% |
| 1Y | +31.4% | +47.9% | -16.5% | +5.9% |
| All | +420.1% | +84.0% | +336.0% | +271.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling