+39.8%
DUK vs CORZ
+223.2%
-183.4%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.3% | -3.2% | +0.1% |
| 7D | -0.7% | +0.3% | -0.9% | -0.7% |
| 30D | -2.4% | -14.0% | +11.6% | -2.8% |
| 3M | -3.0% | -34.1% | +31.1% | -3.7% |
| 6M | -6.6% | +8.5% | -15.0% | -6.3% |
| YTD | +4.6% | +23.2% | -18.7% | +5.2% |
| 1Y | +1.2% | +15.4% | -14.1% | +1.8% |
| All | +39.8% | +223.2% | -183.4% | +42.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling