+24.5%
CORZ vs DTE
+4.6%
+19.9%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.9% | -2.5% | -3.7% |
| 7D | +7.6% | 0.0% | +7.6% | +7.6% |
| 30D | -6.9% | -0.5% | -6.4% | -7.1% |
| 3M | -33.0% | -6.0% | -27.0% | -35.3% |
| 6M | +19.3% | -7.2% | +26.5% | +15.8% |
| YTD | +24.2% | +7.2% | +17.1% | +20.7% |
| 1Y | +24.5% | +4.1% | +20.4% | +18.7% |
| All | +24.5% | +4.6% | +19.9% | +18.7% |
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