-34.1%
CORZ vs DRI
+32.5%
-66.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +1.5% | +6.7% | +8.4% |
| 7D | +1.7% | +3.1% | -1.4% | +2.5% |
| 30D | -17.5% | +16.2% | -33.7% | -15.9% |
| 3M | -39.5% | +8.4% | -47.8% | -38.6% |
| 6M | -44.5% | +19.0% | -63.5% | -43.0% |
| YTD | -12.6% | +28.8% | -41.5% | -11.6% |
| All | -34.1% | +32.5% | -66.5% | -33.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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