+444.5%
CORZ vs RRX
+18.6%
+425.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.5% | +4.2% | +4.4% |
| 7D | +16.6% | +4.3% | +12.3% | +13.9% |
| 30D | -10.9% | -8.0% | -2.8% | -6.2% |
| 3M | -31.0% | -22.0% | -9.0% | -21.0% |
| 6M | +26.0% | -11.9% | +37.9% | +34.9% |
| YTD | +28.6% | +17.1% | +11.5% | +15.4% |
| 1Y | +34.5% | +14.9% | +19.6% | +20.3% |
| All | +444.5% | +18.6% | +425.9% | +349.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling