+230.8%
CORZ vs DXCM
-34.1%
+264.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -4.5% | -6.3% | -10.5% |
| 7D | -21.1% | +5.7% | -26.8% | -21.5% |
| 30D | -31.8% | +1.3% | -33.1% | -31.9% |
| 3M | -47.7% | +2.2% | -49.9% | -47.9% |
| 6M | -48.7% | +42.0% | -90.7% | -51.0% |
| YTD | -21.8% | +27.3% | -49.1% | -24.3% |
| 1Y | -47.8% | +42.5% | -90.3% | -50.0% |
| All | +230.8% | -34.1% | +264.9% | +226.7% |
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 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