+269.8%
CORZ vs RBA
+56.2%
+213.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +2.4% | +5.8% | +7.2% |
| 7D | +1.7% | +2.5% | -0.8% | +0.6% |
| 30D | -17.5% | +11.6% | -29.0% | -21.5% |
| 3M | -39.5% | +1.5% | -41.0% | -40.0% |
| 6M | -44.5% | -6.6% | -37.9% | -44.4% |
| YTD | -12.6% | -6.3% | -6.4% | -13.6% |
| 1Y | -37.0% | -4.0% | -33.0% | -38.8% |
| All | +269.8% | +56.2% | +213.5% | +154.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling