-24.2%
CORZ vs DTE
+3.4%
-27.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.5% | +2.8% | +3.4% |
| 7D | -7.8% | +3.5% | -11.3% | -6.6% |
| 30D | -14.8% | +9.5% | -24.3% | -12.4% |
| 3M | -32.5% | +2.5% | -35.0% | -31.7% |
| 6M | -42.7% | +0.6% | -43.3% | -43.6% |
| YTD | -9.8% | +10.5% | -20.3% | -20.0% |
| All | -24.2% | +3.4% | -27.6% | -25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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