-99.0%
DFNS vs CORZ
+237.5%
-336.5%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.7% | -5.5% | -0.5% |
| 7D | +0.8% | +16.6% | -15.8% | +1.6% |
| 30D | -73.2% | -10.9% | -62.4% | -73.6% |
| 3M | -72.4% | -31.0% | -41.4% | -74.1% |
| 6M | -95.2% | +26.0% | -121.3% | -95.1% |
| YTD | -98.0% | +28.6% | -126.6% | -97.9% |
| 1Y | -98.3% | +34.5% | -132.7% | -98.2% |
| All | -99.0% | +237.5% | -336.5% | -99.0% |
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