+420.1%
CORZ vs DG
+4.8%
+415.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.5% | +0.1% |
| 7D | +8.4% | +8.4% | 0.0% | +9.1% |
| 30D | -17.8% | +4.9% | -22.8% | -17.5% |
| 3M | -35.9% | +29.3% | -65.2% | -34.8% |
| 6M | +12.9% | -11.3% | +24.2% | +12.4% |
| YTD | +22.9% | +1.8% | +21.1% | +23.6% |
| 1Y | +31.4% | +25.3% | +6.0% | +35.0% |
| All | +420.1% | +4.8% | +415.2% | +491.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling