+322.1%
CORZ vs DXCM
-34.9%
+357.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.4% | -1.4% | +0.8% |
| 7D | +23.5% | +4.9% | +18.5% | +23.0% |
| 30D | +7.5% | -0.2% | +7.6% | +7.4% |
| 3M | -26.6% | -8.9% | -17.7% | -26.1% |
| 6M | -39.5% | +42.3% | -81.8% | -42.3% |
| YTD | -0.3% | +25.6% | -25.8% | -3.3% |
| 1Y | -4.2% | +39.5% | -43.8% | -8.2% |
| All | +322.1% | -34.9% | +357.0% | +317.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling