-94.6%
DFNS vs CORZ
-32.7%
-61.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.4% | -1.3% | -18.1% | -18.5% |
| 7D | -12.7% | +26.4% | -39.0% | -24.7% |
| 30D | -65.2% | -6.8% | -58.4% | -64.0% |
| 3M | -94.6% | -31.1% | -63.5% | -91.1% |
| All | -94.6% | -32.7% | -61.9% | -91.1% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling