+34.5%
CORZ vs DT
+0.4%
+34.1%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -3.1% | +7.8% | +4.5% |
| 7D | +16.6% | -4.9% | +21.4% | +16.1% |
| 30D | -10.9% | +2.7% | -13.5% | -10.7% |
| 3M | -31.0% | +20.0% | -51.0% | -30.7% |
| 6M | +26.0% | +28.0% | -2.0% | +26.5% |
| YTD | +28.6% | +16.0% | +12.6% | +25.8% |
| 1Y | +34.5% | +0.7% | +33.7% | +33.2% |
| All | +34.5% | +0.4% | +34.1% | +33.2% |
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