+420.1%
CORZ vs DT
-11.7%
+431.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.6% | +0.4% |
| 7D | +8.4% | -3.3% | +11.7% | +9.3% |
| 30D | -17.8% | +2.0% | -19.9% | -18.6% |
| 3M | -35.9% | +20.0% | -55.9% | -40.3% |
| 6M | +12.9% | +39.3% | -26.3% | -3.7% |
| YTD | +22.9% | +19.8% | +3.1% | +12.7% |
| 1Y | +31.4% | +4.3% | +27.1% | +29.5% |
| All | +420.1% | -11.7% | +431.8% | +425.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling