+269.8%
CORZ vs DXCM
-36.7%
+306.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +2.1% | +6.1% | +8.0% |
| 7D | +1.7% | -4.4% | +6.1% | +2.0% |
| 30D | -17.5% | -3.6% | -13.8% | -17.3% |
| 3M | -39.5% | -4.3% | -35.1% | -39.4% |
| 6M | -44.5% | +33.8% | -78.3% | -46.7% |
| YTD | -12.6% | +22.1% | -34.8% | -15.1% |
| 1Y | -37.0% | +47.4% | -84.4% | -40.1% |
| All | +269.8% | -36.7% | +306.5% | +266.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling