+31.4%
CORZ vs RSG
-3.6%
+34.9%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | -1.4% |
| 7D | +8.4% | +0.3% | +8.1% | +8.7% |
| 30D | -17.8% | +7.6% | -25.4% | -9.3% |
| 3M | -35.9% | +7.4% | -43.3% | -29.1% |
| 6M | +12.9% | -3.3% | +16.2% | +18.9% |
| YTD | +22.9% | +6.0% | +16.9% | +37.6% |
| 1Y | +31.4% | -3.7% | +35.0% | +42.7% |
| All | +31.4% | -3.6% | +34.9% | +42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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