-41.3%
CORZ vs DHI
+9.6%
-50.9%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | +8.1% | -18.5% | -10.2% |
| 7D | -14.9% | +9.8% | -24.7% | -15.3% |
| 30D | -23.1% | +17.8% | -41.0% | -24.4% |
| 3M | -44.1% | +4.7% | -48.8% | -44.1% |
| 6M | -39.5% | +10.0% | -49.6% | -40.2% |
| YTD | -12.4% | +10.0% | -22.3% | -16.4% |
| 1Y | -41.3% | +9.1% | -50.4% | -45.8% |
| All | -41.3% | +9.6% | -50.9% | -45.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DHI.
Daily Out/Under-Performance
Portfolio return minus DHI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHI 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 DHI 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