+45.4%
DIA vs CORZ
+237.5%
-192.1%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.7% | -5.8% | -1.4% |
| 7D | +0.1% | +16.6% | -16.5% | -0.8% |
| 30D | -2.1% | -10.9% | +8.8% | -1.5% |
| 3M | +4.2% | -31.0% | +35.2% | +5.9% |
| 6M | +11.9% | +26.0% | -14.2% | +9.5% |
| YTD | +10.8% | +28.6% | -17.8% | +8.1% |
| 1Y | +17.5% | +34.5% | -16.9% | +13.9% |
| All | +45.4% | +237.5% | -192.1% | +32.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling