+241.9%
CORZ vs RGEN
-8.4%
+250.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +3.0% | +0.4% | +2.5% |
| 7D | -11.2% | -1.9% | -9.3% | -10.6% |
| 30D | -26.2% | +3.7% | -30.0% | -26.6% |
| 3M | -44.1% | +8.8% | -52.9% | -45.4% |
| 6M | -52.3% | +38.0% | -90.2% | -56.5% |
| YTD | -19.2% | +5.9% | -25.1% | -21.3% |
| 1Y | -42.9% | +19.7% | -62.5% | -46.2% |
| All | +241.9% | -8.4% | +250.3% | +220.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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