+281.7%
CORZ vs DXCM
-37.6%
+319.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.4% | +4.6% | +3.3% |
| 7D | -7.8% | -3.7% | -4.1% | -7.6% |
| 30D | -14.8% | -5.0% | -9.8% | -14.5% |
| 3M | -32.5% | -8.8% | -23.6% | -32.1% |
| 6M | -42.7% | +31.9% | -74.6% | -45.0% |
| YTD | -9.8% | +20.4% | -30.2% | -12.3% |
| 1Y | -31.9% | +45.7% | -77.7% | -35.3% |
| All | +281.7% | -37.6% | +319.3% | +278.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DXCM.
Daily Out/Under-Performance
Portfolio return minus DXCM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DXCM 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 DXCM 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