-99.8%
DFNS vs CORZ
+161.6%
-261.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.0% | -6.5% | -5.5% |
| 7D | -6.0% | +23.5% | -29.4% | -5.7% |
| 30D | -71.2% | +7.5% | -78.7% | -71.2% |
| 3M | -94.5% | -26.6% | -67.9% | -94.6% |
| 6M | -96.5% | -39.5% | -57.0% | -96.7% |
| YTD | -99.6% | -0.3% | -99.4% | -99.6% |
| 1Y | -99.7% | -4.2% | -95.5% | -99.7% |
| All | -99.8% | +161.6% | -261.4% | -99.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling