+230.8%
CORZ vs DOCN
+104.0%
+126.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -15.9% | +5.0% | -4.5% |
| 7D | -21.1% | -29.3% | +8.1% | -9.4% |
| 30D | -31.8% | -46.0% | +14.3% | -13.2% |
| 3M | -47.7% | -43.2% | -4.5% | -35.7% |
| 6M | -48.7% | -53.7% | +5.0% | -32.8% |
| YTD | -21.8% | +46.9% | -68.8% | -37.2% |
| 1Y | -47.8% | +54.3% | -102.1% | -58.8% |
| All | +230.8% | +104.0% | +126.8% | +118.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 DOCN 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