+402.0%
CORZ vs RBRK
+130.3%
+271.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.1% | -4.1% | -4.0% |
| 7D | -3.0% | -3.5% | +0.5% | -2.0% |
| 30D | -12.1% | -8.3% | -3.8% | -10.7% |
| 3M | -32.4% | +24.7% | -57.0% | -38.5% |
| 6M | +12.4% | +58.9% | -46.6% | -7.7% |
| YTD | +19.3% | +16.3% | +3.0% | +7.7% |
| 1Y | +8.6% | +10.1% | -1.5% | -0.9% |
| All | +402.0% | +130.3% | +271.7% | +229.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RBRK.
Daily Out/Under-Performance
Portfolio return minus RBRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBRK 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 RBRK 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