+444.5%
CORZ vs RSG
+34.0%
+410.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.5% | +5.2% | +4.6% |
| 7D | +16.6% | -0.7% | +17.3% | +16.3% |
| 30D | -10.9% | +3.3% | -14.1% | -10.1% |
| 3M | -31.0% | +8.5% | -39.5% | -30.6% |
| 6M | +26.0% | -3.5% | +29.6% | +30.3% |
| YTD | +28.6% | +5.5% | +23.1% | +29.1% |
| 1Y | +34.5% | -1.7% | +36.2% | +38.7% |
| All | +444.5% | +34.0% | +410.5% | +665.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling