+425.9%
CORZ vs RRX
+15.6%
+410.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.5% | -0.9% | -2.0% |
| 7D | +7.6% | -0.7% | +8.3% | +8.1% |
| 30D | -6.9% | -8.0% | +1.0% | -2.2% |
| 3M | -33.0% | -25.1% | -8.0% | -21.5% |
| 6M | +19.3% | -18.3% | +37.6% | +33.1% |
| YTD | +24.2% | +14.2% | +10.1% | +13.2% |
| 1Y | +24.5% | +13.0% | +11.5% | +12.5% |
| All | +425.9% | +15.6% | +410.3% | +340.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 10y: compounded portfolio wealth divided by compounded RRX 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…
10y analysis · Full analysis span regression · 6 months rolling