+241.9%
CORZ vs DOW
-31.5%
+273.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.8% | +5.2% | +3.7% |
| 7D | -11.2% | -9.5% | -1.7% | -9.5% |
| 30D | -26.2% | +13.1% | -39.3% | -28.1% |
| 3M | -44.1% | +4.8% | -49.0% | -44.9% |
| 6M | -52.3% | -16.7% | -35.6% | -50.1% |
| YTD | -19.2% | +38.9% | -58.1% | -30.6% |
| 1Y | -42.9% | +48.3% | -91.2% | -52.2% |
| All | +241.9% | -31.5% | +273.3% | +287.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling