+420.1%
CORZ vs RGEN
-11.5%
+431.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.2% |
| 7D | +8.4% | -4.9% | +13.3% | +9.6% |
| 30D | -17.8% | +5.7% | -23.5% | -19.0% |
| 3M | -35.9% | +32.4% | -68.3% | -40.8% |
| 6M | +12.9% | +33.2% | -20.2% | +3.2% |
| YTD | +22.9% | +2.3% | +20.6% | +20.8% |
| 1Y | +31.4% | +39.0% | -7.6% | +18.3% |
| All | +420.1% | -11.5% | +431.6% | +391.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling