+41.0%
DUK vs CORZ
+225.9%
-185.0%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.4% | +2.7% | -0.7% |
| 7D | -0.1% | +7.6% | -7.7% | +0.1% |
| 30D | +0.2% | -6.9% | +7.2% | +0.1% |
| 3M | -1.9% | -33.0% | +31.1% | -2.5% |
| 6M | -6.5% | +19.3% | -25.8% | -6.1% |
| YTD | +5.4% | +24.2% | -18.8% | +6.1% |
| 1Y | +3.6% | +24.5% | -20.9% | +4.2% |
| All | +41.0% | +225.9% | -185.0% | +43.8% |
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