-41.3%
CORZ vs RIG
+43.0%
-84.4%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | -7.6% | -2.8% | -9.3% |
| 7D | -14.9% | -18.8% | +3.8% | -12.5% |
| 30D | -23.1% | -1.1% | -22.0% | -23.1% |
| 3M | -44.1% | +4.4% | -48.5% | -45.0% |
| 6M | -39.5% | -20.8% | -18.7% | -37.5% |
| YTD | -12.4% | +32.0% | -44.3% | -29.8% |
| 1Y | -41.3% | +39.7% | -81.0% | -55.0% |
| All | -41.3% | +43.0% | -84.4% | -55.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 1y: compounded portfolio wealth divided by compounded RIG 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…
1y analysis · Full analysis span regression · 6 months rolling