-41.3%
CORZ vs DGX
+45.0%
-86.3%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | +3.5% | -13.9% | -8.5% |
| 7D | -14.9% | +4.1% | -19.0% | -12.8% |
| 30D | -23.1% | +10.5% | -33.6% | -18.8% |
| 3M | -44.1% | +9.8% | -53.9% | -41.0% |
| 6M | -39.5% | +34.6% | -74.1% | -29.4% |
| YTD | -12.4% | +49.8% | -62.2% | +10.4% |
| 1Y | -41.3% | +46.0% | -87.3% | -26.8% |
| All | -41.3% | +45.0% | -86.3% | -26.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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