+420.1%
CORZ vs JD
+30.1%
+390.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -1.9% | -0.6% |
| 7D | +8.4% | -1.7% | +10.0% | +8.8% |
| 30D | -17.8% | -13.2% | -4.7% | -14.8% |
| 3M | -35.9% | -3.2% | -32.7% | -35.6% |
| 6M | +12.9% | +15.2% | -2.3% | +7.4% |
| YTD | +22.9% | +2.0% | +20.9% | +21.1% |
| 1Y | +31.4% | -5.4% | +36.7% | +31.5% |
| All | +420.1% | +30.1% | +390.0% | +370.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling