-44.6%
CORZ vs DOW
-15.6%
-28.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -1.4% | +9.6% | +7.7% |
| 7D | +1.7% | -9.4% | +11.1% | -2.0% |
| 30D | -17.5% | +8.9% | -26.4% | -13.5% |
| 3M | -39.5% | +6.7% | -46.2% | -36.7% |
| All | -44.6% | -15.6% | -28.9% | -32.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling