+241.9%
CORZ vs DLR
+34.4%
+207.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.3% | +3.6% | +3.7% |
| 7D | -11.2% | -3.6% | -7.6% | -7.1% |
| 30D | -26.2% | -3.5% | -22.7% | -22.5% |
| 3M | -44.1% | -8.9% | -35.2% | -37.0% |
| 6M | -52.3% | -11.6% | -40.7% | -44.6% |
| YTD | -19.2% | +14.9% | -34.1% | -31.5% |
| 1Y | -42.9% | +6.4% | -49.3% | -46.7% |
| All | +241.9% | +34.4% | +207.5% | +195.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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