+281.7%
CORZ vs RSG
+50.2%
+231.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.3% | +2.9% | +3.4% |
| 7D | -7.8% | +2.0% | -9.8% | -6.9% |
| 30D | -14.8% | +14.2% | -29.0% | -10.5% |
| 3M | -32.5% | +15.8% | -48.2% | -28.7% |
| 6M | -42.7% | +24.6% | -67.3% | -40.0% |
| YTD | -9.8% | +18.2% | -28.1% | -5.3% |
| 1Y | -31.9% | +22.8% | -54.7% | -29.8% |
| All | +281.7% | +50.2% | +231.5% | +461.3% |
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