+269.8%
CORZ vs DVA
+75.7%
+194.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -3.0% | +11.2% | +8.3% |
| 7D | +1.7% | -0.1% | +1.8% | +1.6% |
| 30D | -17.5% | +3.5% | -21.0% | -17.7% |
| 3M | -39.5% | +1.0% | -40.4% | -39.6% |
| 6M | -44.5% | -6.6% | -37.9% | -44.6% |
| YTD | -12.6% | +63.3% | -76.0% | -17.6% |
| 1Y | -37.0% | +50.0% | -87.0% | -39.6% |
| All | +269.8% | +75.7% | +194.1% | +251.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling