+420.1%
CORZ vs DGX
+91.6%
+328.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.9% | -0.1% |
| 7D | +8.4% | -2.3% | +10.7% | +8.2% |
| 30D | -17.8% | +0.6% | -18.4% | -17.8% |
| 3M | -35.9% | +21.4% | -57.3% | -35.8% |
| 6M | +12.9% | +14.7% | -1.8% | +13.8% |
| YTD | +22.9% | +38.4% | -15.6% | +20.9% |
| 1Y | +31.4% | +34.0% | -2.6% | +29.3% |
| All | +420.1% | +91.6% | +328.4% | +326.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling