-39.0%
CORZ vs DOW
+45.2%
-84.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.8% | +5.2% | +3.2% |
| 7D | -11.2% | -9.5% | -1.7% | -12.0% |
| 30D | -26.2% | +13.1% | -39.3% | -25.4% |
| 3M | -44.1% | +4.8% | -49.0% | -43.7% |
| 6M | -52.3% | -16.7% | -35.6% | -51.3% |
| YTD | -19.2% | +38.9% | -58.1% | -26.5% |
| All | -39.0% | +45.2% | -84.2% | -42.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 1y: compounded portfolio wealth divided by compounded DOW 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…
1y analysis · Full analysis span regression · 6 months rolling