+444.5%
CORZ vs DVA
+70.5%
+374.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.1% | +6.8% | +4.9% |
| 7D | +16.6% | +2.2% | +14.3% | +16.4% |
| 30D | -10.9% | -2.0% | -8.8% | -10.7% |
| 3M | -31.0% | -6.3% | -24.8% | -31.1% |
| 6M | +26.0% | +19.4% | +6.6% | +23.1% |
| YTD | +28.6% | +58.5% | -29.8% | +21.7% |
| 1Y | +34.5% | +33.9% | +0.6% | +31.5% |
| All | +444.5% | +70.5% | +374.0% | +418.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling