+24.5%
CORZ vs RSG
-1.1%
+25.6%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.4% | -3.8% | -2.9% |
| 7D | +7.6% | 0.0% | +7.6% | +7.5% |
| 30D | -6.9% | +3.7% | -10.6% | -2.1% |
| 3M | -33.0% | +6.2% | -39.2% | -26.7% |
| 6M | +19.3% | -2.8% | +22.1% | +25.8% |
| YTD | +24.2% | +5.9% | +18.4% | +39.4% |
| 1Y | +24.5% | -1.8% | +26.3% | +33.2% |
| All | +24.5% | -1.1% | +25.6% | +33.2% |
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