+421.5%
CORZ vs RSG
+34.7%
+386.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.8% | +2.5% | +3.5% |
| 7D | +0.3% | 0.0% | +0.3% | +0.3% |
| 30D | -14.0% | +4.0% | -18.0% | -13.2% |
| 3M | -34.1% | +7.4% | -41.5% | -33.5% |
| 6M | +8.5% | +0.1% | +8.4% | +11.1% |
| YTD | +23.2% | +6.0% | +17.2% | +23.8% |
| 1Y | +15.4% | -3.0% | +18.3% | +20.4% |
| All | +421.5% | +34.7% | +386.8% | +633.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling