-34.1%
CORZ vs RVTY
+76.6%
-110.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +3.6% | +4.5% | +6.4% |
| 7D | +1.7% | +6.0% | -4.3% | -0.3% |
| 30D | -17.5% | +4.3% | -21.7% | -18.1% |
| 3M | -39.5% | +40.2% | -79.7% | -46.2% |
| 6M | -44.5% | +59.3% | -103.8% | -53.9% |
| YTD | -12.6% | +66.5% | -79.2% | -30.8% |
| All | -34.1% | +76.6% | -110.6% | -46.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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