+322.1%
CORZ vs DOW
-27.9%
+350.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.0% |
| 7D | +23.5% | +5.2% | +18.2% | +22.3% |
| 30D | +7.5% | +13.2% | -5.7% | +4.9% |
| 3M | -26.6% | +10.1% | -36.7% | -28.2% |
| 6M | -39.5% | -13.1% | -26.4% | -37.3% |
| YTD | -0.3% | +46.1% | -46.4% | -15.1% |
| 1Y | -4.2% | +50.0% | -54.2% | -19.3% |
| All | +322.1% | -27.9% | +350.0% | +373.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling