+241.9%
CORZ vs DXCM
-38.0%
+279.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -6.0% | +9.3% | +3.8% |
| 7D | -11.2% | -3.5% | -7.7% | -11.1% |
| 30D | -26.2% | -5.8% | -20.4% | -25.9% |
| 3M | -44.1% | -4.3% | -39.8% | -44.1% |
| 6M | -52.3% | +31.6% | -83.8% | -54.1% |
| YTD | -19.2% | +19.6% | -38.9% | -21.4% |
| 1Y | -42.9% | +36.9% | -79.8% | -45.3% |
| All | +241.9% | -38.0% | +279.9% | +239.0% |
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