+230.8%
CORZ vs CDW
-26.8%
+257.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -6.1% | -4.7% | -9.2% |
| 7D | -21.1% | -4.1% | -17.0% | -20.2% |
| 30D | -31.8% | +16.7% | -48.5% | -34.7% |
| 3M | -47.7% | +13.6% | -61.3% | -49.9% |
| 6M | -48.7% | +17.0% | -65.7% | -52.6% |
| YTD | -21.8% | +18.1% | -40.0% | -28.9% |
| 1Y | -47.8% | +10.5% | -58.3% | -50.4% |
| All | +230.8% | -26.8% | +257.6% | +263.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling