+15.4%
CORZ vs DHI
-21.2%
+36.5%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.7% | +1.6% | +3.1% |
| 7D | +0.3% | -3.4% | +3.7% | +0.6% |
| 30D | -14.0% | -5.4% | -8.6% | -13.6% |
| 3M | -34.1% | -10.4% | -23.6% | -33.4% |
| 6M | +8.5% | -2.8% | +11.2% | +7.6% |
| YTD | +23.2% | -3.4% | +26.6% | +20.8% |
| 1Y | +15.4% | -22.9% | +38.3% | +13.9% |
| All | +15.4% | -21.2% | +36.5% | +13.9% |
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