+420.1%
CORZ vs RVTY
+21.1%
+398.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.3% | +0.1% |
| 7D | +8.4% | +1.1% | +7.3% | +7.9% |
| 30D | -17.8% | +13.2% | -31.0% | -21.6% |
| 3M | -35.9% | +27.2% | -63.1% | -41.8% |
| 6M | +12.9% | +32.4% | -19.5% | 0.0% |
| YTD | +22.9% | +34.9% | -12.0% | +7.8% |
| 1Y | +31.4% | +52.4% | -21.0% | +9.7% |
| All | +420.1% | +21.1% | +398.9% | +351.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling