+241.9%
CORZ vs CDW
-27.4%
+269.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.9% | +4.2% | +3.6% |
| 7D | -11.2% | +2.1% | -13.3% | -11.9% |
| 30D | -26.2% | +14.7% | -41.0% | -29.0% |
| 3M | -44.1% | +11.1% | -55.2% | -46.1% |
| 6M | -52.3% | +45.6% | -97.8% | -58.6% |
| YTD | -19.2% | +17.1% | -36.3% | -26.3% |
| 1Y | -42.9% | +13.2% | -56.1% | -46.9% |
| All | +241.9% | -27.4% | +269.3% | +276.0% |
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