+318.0%
CORZ vs CDW
-20.1%
+338.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.3% |
| 7D | +26.4% | +9.1% | +17.3% | +23.6% |
| 30D | -6.8% | +13.7% | -20.5% | -9.9% |
| 3M | -31.1% | +27.0% | -58.1% | -35.8% |
| 6M | -36.9% | +75.9% | -112.8% | -48.3% |
| YTD | -1.2% | +28.9% | -30.1% | -12.1% |
| 1Y | -12.5% | +19.6% | -32.2% | -18.3% |
| All | +318.0% | -20.1% | +338.1% | +348.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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