-42.9%
CORZ vs DG
+34.9%
-77.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -3.1% | +6.4% | +2.8% |
| 7D | -11.2% | +1.1% | -12.3% | -10.7% |
| 30D | -26.2% | +9.5% | -35.7% | -25.3% |
| 3M | -44.1% | +5.5% | -49.6% | -43.4% |
| 6M | -52.3% | +16.1% | -68.3% | -52.1% |
| YTD | -19.2% | +2.7% | -21.9% | -17.2% |
| 1Y | -42.9% | +42.1% | -85.0% | -44.4% |
| All | -42.9% | +34.9% | -77.8% | -44.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 1y: compounded portfolio wealth divided by compounded DG 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…
1y analysis · Full analysis span regression · 6 months rolling