-12.5%
CORZ vs RL
+17.3%
-29.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -0.9% |
| 7D | +26.4% | +2.4% | +24.0% | +24.7% |
| 30D | -6.8% | +4.6% | -11.4% | -9.1% |
| 3M | -31.1% | -1.1% | -30.0% | -30.8% |
| 6M | -36.9% | +16.5% | -53.4% | -43.7% |
| YTD | -1.2% | +11.4% | -12.6% | -10.8% |
| 1Y | -12.5% | +16.1% | -28.6% | -22.4% |
| All | -12.5% | +17.3% | -29.8% | -22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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