+420.1%
CORZ vs DECK
-32.1%
+452.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.6% | -0.6% |
| 7D | +8.4% | -2.2% | +10.6% | +9.2% |
| 30D | -17.8% | -13.6% | -4.2% | -13.6% |
| 3M | -35.9% | -21.2% | -14.7% | -30.9% |
| 6M | +12.9% | -21.1% | +34.0% | +21.2% |
| YTD | +22.9% | -17.2% | +40.1% | +28.1% |
| 1Y | +31.4% | -30.7% | +62.1% | +47.4% |
| All | +420.1% | -32.1% | +452.1% | +416.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 10y: compounded portfolio wealth divided by compounded DECK 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…
10y analysis · Full analysis span regression · 6 months rolling