-41.3%
CORZ vs RIO
+29.3%
-70.7%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | +3.6% | -14.0% | -13.0% |
| 7D | -14.9% | -1.6% | -13.3% | -14.1% |
| 30D | -23.1% | -11.6% | -11.5% | -15.6% |
| 3M | -44.1% | -12.7% | -31.3% | -38.0% |
| 6M | -39.5% | -12.4% | -27.1% | -32.9% |
| YTD | -12.4% | +11.0% | -23.4% | -13.6% |
| 1Y | -41.3% | +30.8% | -72.2% | -45.4% |
| All | -41.3% | +29.3% | -70.7% | -45.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 RIO 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