-15.9%
CORZ vs RIO
+27.0%
-42.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +0.5% | +10.5% | +10.6% |
| 7D | +14.2% | +0.5% | +13.7% | +14.0% |
| 30D | -3.0% | -9.9% | +6.9% | +5.2% |
| 3M | -26.3% | -14.0% | -12.2% | -17.0% |
| 6M | -36.5% | -19.5% | -17.0% | -24.7% |
| YTD | +0.1% | +11.5% | -11.5% | -0.7% |
| 1Y | -15.9% | +26.9% | -42.8% | -16.5% |
| All | -15.9% | +27.0% | -42.9% | -16.5% |
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