-15.9%
CORZ vs CDW
+23.0%
-38.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +2.2% | +8.8% | +11.0% |
| 7D | +14.2% | +2.6% | +11.6% | +14.0% |
| 30D | -3.0% | +20.4% | -23.4% | -1.8% |
| 3M | -26.3% | +28.5% | -54.7% | -25.0% |
| 6M | -36.5% | +70.6% | -107.1% | -32.1% |
| YTD | +0.1% | +29.1% | -29.0% | +3.1% |
| 1Y | -15.9% | +23.8% | -39.7% | -11.6% |
| All | -15.9% | +23.0% | -38.9% | -11.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling