+420.1%
CORZ vs RBA
+36.3%
+383.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.2% |
| 7D | +8.4% | -2.9% | +11.3% | +9.9% |
| 30D | -17.8% | -12.3% | -5.5% | -12.6% |
| 3M | -35.9% | -20.5% | -15.4% | -30.0% |
| 6M | +12.9% | -18.5% | +31.5% | +20.9% |
| YTD | +22.9% | -18.2% | +41.1% | +29.8% |
| 1Y | +31.4% | -27.5% | +58.9% | +51.0% |
| All | +420.1% | +36.3% | +383.8% | +283.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling