+418.5%
CORZ vs RBRK
+124.5%
+294.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.5% | +5.8% | +4.0% |
| 7D | +0.3% | -7.5% | +7.8% | +2.4% |
| 30D | -14.0% | -10.4% | -3.6% | -12.1% |
| 3M | -34.1% | +21.3% | -55.4% | -39.7% |
| 6M | +8.5% | +50.6% | -42.2% | -9.4% |
| YTD | +23.2% | +13.3% | +9.9% | +12.0% |
| 1Y | +15.4% | +11.2% | +4.1% | +4.6% |
| All | +418.5% | +124.5% | +294.0% | +242.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling