+444.5%
CORZ vs RVMD
+648.7%
-204.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.3% | +6.0% | +5.0% |
| 7D | +16.6% | -1.2% | +17.8% | +16.9% |
| 30D | -10.9% | +1.1% | -11.9% | -11.1% |
| 3M | -31.0% | +39.6% | -70.6% | -36.0% |
| 6M | +26.0% | +110.7% | -84.6% | +5.7% |
| YTD | +28.6% | +160.3% | -131.6% | -0.6% |
| 1Y | +34.5% | +404.9% | -370.5% | -18.5% |
| All | +444.5% | +648.7% | -204.2% | +161.1% |
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