+322.1%
CORZ vs RIO
+40.1%
+282.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.2% |
| 7D | +23.5% | -0.9% | +24.4% | +24.3% |
| 30D | +7.5% | -9.1% | +16.6% | +14.1% |
| 3M | -26.6% | -13.7% | -12.9% | -19.3% |
| 6M | -39.5% | -24.3% | -15.2% | -27.9% |
| YTD | -0.3% | +8.9% | -9.2% | -2.6% |
| 1Y | -4.2% | +22.7% | -26.9% | -12.1% |
| All | +322.1% | +40.1% | +282.0% | +227.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling