+318.0%
CORZ vs DT
-23.6%
+341.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.5% | -2.8% | -1.7% |
| 7D | +26.4% | +2.7% | +23.6% | +25.6% |
| 30D | -6.8% | -30.4% | +23.6% | +1.4% |
| 3M | -31.1% | -9.4% | -21.7% | -30.4% |
| 6M | -36.9% | +14.5% | -51.4% | -42.5% |
| YTD | -1.2% | +3.6% | -4.8% | -7.0% |
| 1Y | -12.5% | -3.4% | -9.1% | -14.3% |
| All | +318.0% | -23.6% | +341.6% | +333.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling