+281.7%
CORZ vs RRX
+30.6%
+251.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.5% | +3.7% | +3.5% |
| 7D | -7.8% | 0.0% | -7.8% | -7.4% |
| 30D | -14.8% | +9.0% | -23.8% | -18.3% |
| 3M | -32.5% | +4.0% | -36.5% | -33.4% |
| 6M | -42.7% | -15.7% | -27.0% | -36.9% |
| YTD | -9.8% | +29.0% | -38.8% | -22.9% |
| 1Y | -31.9% | +35.2% | -67.2% | -43.7% |
| All | +281.7% | +30.6% | +251.1% | +200.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling