+425.9%
CORZ vs DGX
+90.3%
+335.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | 0.0% | -3.4% | -3.4% |
| 7D | +7.6% | -2.2% | +9.8% | +7.5% |
| 30D | -6.9% | -0.9% | -6.0% | -7.0% |
| 3M | -33.0% | +15.6% | -48.6% | -32.7% |
| 6M | +19.3% | +17.8% | +1.5% | +19.8% |
| YTD | +24.2% | +37.5% | -13.2% | +22.3% |
| 1Y | +24.5% | +31.2% | -6.7% | +23.0% |
| All | +425.9% | +90.3% | +335.6% | +330.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling