+44.3%
DIA vs CORZ
+225.9%
-181.6%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.4% | +2.7% | -0.6% |
| 7D | -1.2% | +7.6% | -8.8% | -1.7% |
| 30D | -2.7% | -6.9% | +4.3% | -2.4% |
| 3M | +3.3% | -33.0% | +36.3% | +5.2% |
| 6M | +10.4% | +19.3% | -8.9% | +8.4% |
| YTD | +10.0% | +24.2% | -14.3% | +7.5% |
| 1Y | +16.2% | +24.5% | -8.3% | +13.1% |
| All | +44.3% | +225.9% | -181.6% | +31.2% |
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 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