-4.2%
CORZ vs RSG
+24.9%
-29.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +23.5% | +2.5% | +21.0% | +27.8% |
| 30D | +7.5% | +12.7% | -5.2% | +28.3% |
| 3M | -26.6% | +17.9% | -44.5% | -6.3% |
| 6M | -39.5% | +25.0% | -64.5% | -17.8% |
| YTD | -0.3% | +20.8% | -21.1% | +35.3% |
| 1Y | -4.2% | +24.3% | -28.5% | +31.4% |
| All | -4.2% | +24.9% | -29.1% | +31.4% |
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