-41.3%
CORZ vs RDW
+9.7%
-51.0%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | -4.9% | -5.5% | -8.8% |
| 7D | -14.9% | -14.3% | -0.6% | -10.5% |
| 30D | -23.1% | -26.0% | +2.9% | -15.3% |
| 3M | -44.1% | -27.4% | -16.7% | -38.6% |
| 6M | -39.5% | -10.6% | -28.9% | -42.9% |
| YTD | -12.4% | +1.6% | -13.9% | -27.4% |
| 1Y | -41.3% | +11.1% | -52.4% | -54.3% |
| All | -41.3% | +9.7% | -51.0% | -54.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 RDW 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