+19.8%
DDOG vs CORZ
-41.7%
+61.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -10.4% | -4.0% | -13.5% |
| 7D | -32.2% | -14.9% | -17.3% | -31.4% |
| 30D | -31.7% | -23.1% | -8.6% | -30.9% |
| 3M | -34.5% | -44.1% | +9.6% | -33.5% |
| 6M | +28.7% | -39.5% | +68.2% | +27.7% |
| YTD | +38.8% | -12.4% | +51.1% | +33.2% |
| 1Y | +19.8% | -41.3% | +61.1% | +7.9% |
| All | +19.8% | -41.7% | +61.5% | +7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CORZ.
Daily Out/Under-Performance
Portfolio return minus CORZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CORZ 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 CORZ 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