+420.1%
CORZ vs DOCN
+224.6%
+195.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.8% | -2.9% | -1.1% |
| 7D | +8.4% | +1.1% | +7.2% | +7.8% |
| 30D | -17.8% | -9.6% | -8.2% | -15.2% |
| 3M | -35.9% | -37.7% | +1.8% | -25.1% |
| 6M | +12.9% | +115.2% | -102.3% | -20.5% |
| YTD | +22.9% | +133.7% | -110.9% | -17.2% |
| 1Y | +31.4% | +250.2% | -218.8% | -25.6% |
| All | +420.1% | +224.6% | +195.5% | +187.6% |
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