+281.7%
CORZ vs RVMD
+597.2%
-315.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -3.5% | +6.8% | +4.1% |
| 7D | -7.8% | -0.6% | -7.2% | -7.6% |
| 30D | -14.8% | +1.7% | -16.5% | -15.2% |
| 3M | -32.5% | -6.7% | -25.7% | -31.6% |
| 6M | -42.7% | +36.1% | -78.9% | -46.6% |
| YTD | -9.8% | +142.4% | -152.2% | -29.3% |
| 1Y | -31.9% | +207.8% | -239.7% | -50.8% |
| All | +281.7% | +597.2% | -315.5% | +85.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 5y: compounded portfolio wealth divided by compounded RVMD 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…
5y analysis · Full analysis span regression · 6 months rolling