+230.8%
CORZ vs JD
+31.8%
+199.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | +3.3% | -14.1% | -11.7% |
| 7D | -21.1% | +11.7% | -32.9% | -23.6% |
| 30D | -31.8% | +8.1% | -39.9% | -33.3% |
| 3M | -47.7% | -12.0% | -35.7% | -46.1% |
| 6M | -48.7% | -3.5% | -45.2% | -48.7% |
| YTD | -21.8% | +3.3% | -25.2% | -23.4% |
| 1Y | -47.8% | -7.4% | -40.4% | -47.3% |
| All | +230.8% | +31.8% | +199.0% | +197.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling