-39.5%
CORZ vs DHI
+2.9%
-42.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +1.2% |
| 7D | +23.5% | -4.1% | +27.6% | +22.3% |
| 30D | +7.5% | +9.3% | -1.8% | +5.8% |
| 3M | -26.6% | -2.6% | -24.0% | -27.0% |
| 6M | -39.5% | +4.1% | -43.6% | -42.5% |
| All | -39.5% | +2.9% | -42.4% | -42.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling