+420.1%
CORZ vs RIO
+74.4%
+345.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.3% |
| 7D | +8.4% | 0.0% | +8.4% | +8.4% |
| 30D | -17.8% | +4.0% | -21.8% | -19.8% |
| 3M | -35.9% | +0.1% | -36.0% | -36.0% |
| 6M | +12.9% | +12.7% | +0.2% | +5.2% |
| YTD | +22.9% | +35.6% | -12.7% | +4.4% |
| 1Y | +31.4% | +73.7% | -42.3% | -2.9% |
| All | +420.1% | +74.4% | +345.7% | +251.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling