+318.0%
CORZ vs DVA
+64.8%
+253.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.1% | +3.8% | -1.1% |
| 7D | +26.4% | -10.7% | +37.0% | +26.9% |
| 30D | -6.8% | -4.4% | -2.4% | -6.8% |
| 3M | -31.1% | -4.1% | -27.0% | -31.1% |
| 6M | -36.9% | -13.2% | -23.7% | -36.8% |
| YTD | -1.2% | +53.2% | -54.5% | -6.6% |
| 1Y | -12.5% | +40.8% | -53.4% | -16.0% |
| All | +318.0% | +64.8% | +253.2% | +298.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling