+44.8%
DIA vs CORZ
+223.2%
-178.4%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.3% | -2.3% | +0.8% |
| 7D | -1.6% | +0.3% | -1.8% | -1.6% |
| 30D | -2.0% | -14.0% | +12.0% | -1.3% |
| 3M | +3.6% | -34.1% | +37.7% | +5.6% |
| 6M | +11.5% | +8.5% | +3.0% | +10.1% |
| YTD | +10.4% | +23.2% | -12.9% | +7.9% |
| 1Y | +15.6% | +15.4% | +0.2% | +13.0% |
| All | +44.8% | +223.2% | -178.4% | +31.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling