+241.9%
CORZ vs DRI
+52.6%
+189.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.0% | +4.4% | +3.4% |
| 7D | -11.2% | +2.8% | -14.1% | -11.6% |
| 30D | -26.2% | +13.3% | -39.5% | -27.5% |
| 3M | -44.1% | +8.2% | -52.3% | -44.7% |
| 6M | -52.3% | +17.5% | -69.8% | -53.6% |
| YTD | -19.2% | +26.9% | -46.1% | -23.4% |
| 1Y | -42.9% | +31.6% | -74.4% | -46.4% |
| All | +241.9% | +52.6% | +189.3% | +250.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling