-42.9%
CORZ vs DXCM
+34.7%
-77.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -6.0% | +9.3% | +2.9% |
| 7D | -11.2% | -3.5% | -7.7% | -11.3% |
| 30D | -26.2% | -5.8% | -20.4% | -26.2% |
| 3M | -44.1% | -4.3% | -39.8% | -44.2% |
| 6M | -52.3% | +31.6% | -83.8% | -53.4% |
| YTD | -19.2% | +19.6% | -38.9% | -19.1% |
| 1Y | -42.9% | +36.9% | -79.8% | -41.7% |
| All | -42.9% | +34.7% | -77.5% | -41.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling