-12.5%
CORZ vs RSG
+23.9%
-36.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.5% | -2.8% | +0.8% |
| 7D | +26.4% | +1.4% | +24.9% | +28.9% |
| 30D | -6.8% | +15.0% | -21.9% | +14.9% |
| 3M | -31.1% | +18.5% | -49.6% | -11.4% |
| 6M | -36.9% | +25.8% | -62.7% | -13.7% |
| YTD | -1.2% | +20.8% | -22.1% | +34.3% |
| 1Y | -12.5% | +24.8% | -37.3% | +20.1% |
| All | -12.5% | +23.9% | -36.4% | +20.1% |
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