-41.3%
CORZ vs DVA
+62.2%
-103.5%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | +5.8% | -16.2% | -9.9% |
| 7D | -14.9% | +4.7% | -19.7% | -14.5% |
| 30D | -23.1% | +7.8% | -30.9% | -22.5% |
| 3M | -44.1% | -15.5% | -28.6% | -44.5% |
| 6M | -39.5% | +25.0% | -64.6% | -38.5% |
| YTD | -12.4% | +69.6% | -81.9% | -3.5% |
| 1Y | -41.3% | +60.6% | -101.9% | -37.3% |
| All | -41.3% | +62.2% | -103.5% | -37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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