+270.9%
CORZ vs DOC
+22.5%
+248.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | +3.1% | -13.5% | -11.4% |
| 7D | -14.9% | +8.7% | -23.7% | -17.5% |
| 30D | -23.1% | +7.6% | -30.8% | -25.4% |
| 3M | -44.1% | -5.3% | -38.8% | -43.0% |
| 6M | -39.5% | +27.6% | -67.1% | -47.0% |
| YTD | -12.4% | +32.4% | -44.8% | -25.1% |
| 1Y | -41.3% | +22.9% | -64.2% | -48.0% |
| All | +270.9% | +22.5% | +248.5% | +206.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 5y: compounded portfolio wealth divided by compounded DOC 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…
5y analysis · Full analysis span regression · 6 months rolling