-4.2%
CORZ vs RBA
-5.8%
+1.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | 0.0% | +0.9% |
| 7D | +23.5% | +1.7% | +21.7% | +23.4% |
| 30D | +7.5% | +8.3% | -0.9% | +7.1% |
| 3M | -26.6% | +10.5% | -37.1% | -26.9% |
| 6M | -39.5% | -5.9% | -33.6% | -39.8% |
| YTD | -0.3% | -6.9% | +6.6% | -1.5% |
| 1Y | -4.2% | -4.9% | +0.6% | -5.0% |
| All | -4.2% | -5.8% | +1.6% | -5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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