-41.3%
CORZ vs RSG
+19.5%
-60.8%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | +1.0% | -11.4% | -8.9% |
| 7D | -14.9% | +5.1% | -20.1% | -8.3% |
| 30D | -23.1% | +15.3% | -38.4% | -5.8% |
| 3M | -44.1% | +18.6% | -62.6% | -28.6% |
| 6M | -39.5% | +19.5% | -59.1% | -22.1% |
| YTD | -12.4% | +17.2% | -29.6% | +12.7% |
| 1Y | -41.3% | +19.6% | -60.9% | -25.4% |
| All | -41.3% | +19.5% | -60.8% | -25.4% |
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