+420.1%
CORZ vs DOCS
-16.4%
+436.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.8% | +2.7% | +0.3% |
| 7D | +8.4% | -1.4% | +9.8% | +8.6% |
| 30D | -17.8% | +21.8% | -39.6% | -20.5% |
| 3M | -35.9% | +27.3% | -63.2% | -38.6% |
| 6M | +12.9% | -0.3% | +13.3% | +11.4% |
| YTD | +22.9% | -40.5% | +63.4% | +33.4% |
| 1Y | +31.4% | -61.5% | +92.9% | +56.7% |
| All | +420.1% | -16.4% | +436.4% | +542.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 DOCS 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