+323.5%
CORZ vs RBA
+56.1%
+267.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -0.5% | +11.5% | +11.2% |
| 7D | +14.2% | +0.6% | +13.6% | +13.9% |
| 30D | -3.0% | +9.0% | -12.0% | -6.8% |
| 3M | -26.3% | +7.2% | -33.4% | -28.9% |
| 6M | -36.5% | -7.8% | -28.8% | -35.9% |
| YTD | +0.1% | -6.4% | +6.4% | -1.1% |
| 1Y | -15.9% | -4.2% | -11.7% | -18.2% |
| All | +323.5% | +56.1% | +267.5% | +192.1% |
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