+323.5%
CORZ vs CDW
-20.0%
+343.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +2.2% | +8.8% | +10.4% |
| 7D | +14.2% | +2.6% | +11.6% | +13.6% |
| 30D | -3.0% | +20.4% | -23.4% | -7.7% |
| 3M | -26.3% | +28.5% | -54.7% | -31.5% |
| 6M | -36.5% | +70.6% | -107.1% | -47.4% |
| YTD | +0.1% | +29.1% | -29.0% | -10.9% |
| 1Y | -15.9% | +23.8% | -39.7% | -23.3% |
| All | +323.5% | -20.0% | +343.5% | +354.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling