-12.5%
CORZ vs RRX
+36.1%
-48.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -0.5% |
| 7D | +26.4% | +12.6% | +13.7% | +17.0% |
| 30D | -6.8% | +10.6% | -17.4% | -11.6% |
| 3M | -31.1% | +4.6% | -35.7% | -32.5% |
| 6M | -36.9% | -13.6% | -23.3% | -32.3% |
| YTD | -1.2% | +29.4% | -30.6% | -4.2% |
| 1Y | -12.5% | +31.9% | -44.5% | -13.8% |
| All | -12.5% | +36.1% | -48.6% | -13.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling