+73.7%
DDOG vs CORZ
+222.3%
-148.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.8% |
| 7D | -10.1% | +8.4% | -18.5% | -10.9% |
| 30D | -24.8% | -17.8% | -7.0% | -23.4% |
| 3M | -12.6% | -35.9% | +23.3% | -9.3% |
| 6M | +79.9% | +12.9% | +67.0% | +72.4% |
| YTD | +56.6% | +22.9% | +33.7% | +48.0% |
| 1Y | +61.6% | +31.4% | +30.2% | +49.8% |
| All | +73.7% | +222.3% | -148.6% | +35.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling