-31.9%
CORZ vs DXCM
+44.9%
-76.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.4% | +4.6% | +3.1% |
| 7D | -7.8% | -3.7% | -4.1% | -7.8% |
| 30D | -14.8% | -5.0% | -9.8% | -14.8% |
| 3M | -32.5% | -8.8% | -23.6% | -32.6% |
| 6M | -42.7% | +31.9% | -74.6% | -43.7% |
| YTD | -9.8% | +20.4% | -30.2% | -9.0% |
| 1Y | -31.9% | +45.7% | -77.7% | -25.9% |
| All | -31.9% | +44.9% | -76.8% | -25.9% |
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