+318.0%
CORZ vs DXCM
-36.5%
+354.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.6% | -1.4% |
| 7D | +26.4% | -3.6% | +30.0% | +26.7% |
| 30D | -6.8% | -4.3% | -2.5% | -6.5% |
| 3M | -31.1% | -10.4% | -20.7% | -30.6% |
| 6M | -36.9% | +33.1% | -70.0% | -39.4% |
| YTD | -1.2% | +22.6% | -23.9% | -4.1% |
| 1Y | -12.5% | +36.5% | -49.1% | -16.0% |
| All | +318.0% | -36.5% | +354.5% | +313.8% |
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