+441.3%
CORZ vs RBRK
+137.4%
+303.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.2% | +6.9% | +5.3% |
| 7D | +16.6% | +3.7% | +12.9% | +15.4% |
| 30D | -10.9% | +1.7% | -12.6% | -12.3% |
| 3M | -31.0% | +27.7% | -58.8% | -37.7% |
| 6M | +26.0% | +60.3% | -34.2% | +3.5% |
| YTD | +28.6% | +19.8% | +8.8% | +15.2% |
| 1Y | +34.5% | -4.2% | +38.6% | +27.2% |
| All | +441.3% | +137.4% | +303.9% | +252.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling