-12.5%
CORZ vs JD
-10.8%
-1.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | 0.0% | -1.0% |
| 7D | +26.4% | -4.0% | +30.4% | +27.5% |
| 30D | -6.8% | +2.7% | -9.5% | -8.1% |
| 3M | -31.1% | -13.0% | -18.1% | -28.0% |
| 6M | -36.9% | -12.7% | -24.2% | -34.7% |
| YTD | -1.2% | -0.8% | -0.4% | -4.9% |
| 1Y | -12.5% | -8.9% | -3.6% | -10.2% |
| All | -12.5% | -10.8% | -1.7% | -10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 JD 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