+323.5%
CORZ vs RIG
-4.8%
+328.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +2.5% | +8.5% | +10.4% |
| 7D | +14.2% | -2.6% | +16.8% | +15.0% |
| 30D | -3.0% | -5.2% | +2.2% | -2.0% |
| 3M | -26.3% | -8.6% | -17.7% | -25.3% |
| 6M | -36.5% | -18.9% | -17.6% | -34.6% |
| YTD | +0.1% | +28.6% | -28.5% | -9.1% |
| 1Y | -15.9% | +25.5% | -41.4% | -23.1% |
| All | +323.5% | -4.8% | +328.4% | +286.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling