+425.9%
CORZ vs RDW
+257.9%
+168.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.7% | +1.3% | -2.2% |
| 7D | +7.6% | +3.6% | +4.0% | +6.7% |
| 30D | -6.9% | -18.4% | +11.5% | -1.9% |
| 3M | -33.0% | -32.1% | -1.0% | -27.4% |
| 6M | +19.3% | +10.9% | +8.4% | +8.0% |
| YTD | +24.2% | +40.8% | -16.5% | +3.3% |
| 1Y | +24.5% | +31.1% | -6.6% | +1.9% |
| All | +425.9% | +257.9% | +168.0% | +129.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling