+404.9%
CORZ vs RDW
+263.5%
+141.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.6% | -5.6% | -4.4% |
| 7D | -3.0% | +4.8% | -7.8% | -4.1% |
| 30D | -12.1% | -19.5% | +7.4% | -7.0% |
| 3M | -32.4% | -26.9% | -5.5% | -28.0% |
| 6M | +12.4% | +17.8% | -5.4% | +0.2% |
| YTD | +19.3% | +43.0% | -23.7% | -1.3% |
| 1Y | +8.6% | +32.1% | -23.4% | -11.3% |
| All | +404.9% | +263.5% | +141.4% | +119.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling