+230.8%
CORZ vs DECK
-30.6%
+261.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -1.5% | -9.3% | -10.3% |
| 7D | -21.1% | +6.0% | -27.2% | -23.1% |
| 30D | -31.8% | +7.4% | -39.2% | -33.8% |
| 3M | -47.7% | -11.7% | -36.1% | -45.7% |
| 6M | -48.7% | -11.0% | -37.8% | -47.6% |
| YTD | -21.8% | -15.4% | -6.5% | -19.5% |
| 1Y | -47.8% | +7.2% | -55.0% | -52.1% |
| All | +230.8% | -30.6% | +261.4% | +224.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling