+318.0%
CORZ vs RIO
+40.6%
+277.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.0% | +0.7% | 0.0% |
| 7D | +26.4% | +0.1% | +26.2% | +26.3% |
| 30D | -6.8% | -10.5% | +3.7% | +0.1% |
| 3M | -31.1% | -15.9% | -15.2% | -23.0% |
| 6M | -36.9% | -22.3% | -14.6% | -26.1% |
| YTD | -1.2% | +9.3% | -10.6% | -3.7% |
| 1Y | -12.5% | +23.0% | -35.6% | -19.9% |
| All | +318.0% | +40.6% | +277.4% | +223.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling