+269.8%
CORZ vs DTE
+44.3%
+225.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +2.4% | +5.7% | +8.4% |
| 7D | +1.7% | +1.8% | -0.1% | +2.0% |
| 30D | -17.5% | +9.0% | -26.5% | -16.7% |
| 3M | -39.5% | -0.2% | -39.3% | -39.4% |
| 6M | -44.5% | +0.1% | -44.6% | -44.7% |
| YTD | -12.6% | +10.0% | -22.6% | -13.7% |
| 1Y | -37.0% | +4.7% | -41.7% | -37.6% |
| All | +269.8% | +44.3% | +225.5% | +311.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling