+270.9%
CORZ vs DOCN
+142.5%
+128.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | -7.2% | -3.2% | -7.6% |
| 7D | -14.9% | -20.0% | +5.1% | -7.0% |
| 30D | -23.1% | -38.8% | +15.6% | -7.1% |
| 3M | -44.1% | -34.8% | -9.2% | -34.9% |
| 6M | -39.5% | -22.8% | -16.7% | -35.7% |
| YTD | -12.4% | +74.6% | -87.0% | -34.3% |
| 1Y | -41.3% | +116.4% | -157.7% | -59.7% |
| All | +270.9% | +142.5% | +128.4% | +128.4% |
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