-41.3%
CORZ vs DT
-5.1%
-36.2%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | -0.5% | -9.9% | -10.4% |
| 7D | -14.9% | -25.5% | +10.6% | -16.4% |
| 30D | -23.1% | -22.3% | -0.8% | -24.1% |
| 3M | -44.1% | +2.3% | -46.4% | -43.6% |
| 6M | -39.5% | +20.7% | -60.2% | -39.7% |
| YTD | -12.4% | +7.9% | -20.3% | -14.9% |
| 1Y | -41.3% | -5.7% | -35.6% | -41.1% |
| All | -41.3% | -5.1% | -36.2% | -41.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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