-42.9%
CORZ vs CDW
+10.0%
-52.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.9% | +4.2% | +3.3% |
| 7D | -11.2% | +2.1% | -13.3% | -10.7% |
| 30D | -26.2% | +14.7% | -41.0% | -25.2% |
| 3M | -44.1% | +11.1% | -55.2% | -43.6% |
| 6M | -52.3% | +45.6% | -97.8% | -49.6% |
| YTD | -19.2% | +17.1% | -36.3% | -17.4% |
| 1Y | -42.9% | +13.2% | -56.1% | -40.7% |
| All | -42.9% | +10.0% | -52.9% | -40.7% |
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 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