-11.4%
CORZ vs RL
+18.2%
-29.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -1.4% | +12.4% | +11.7% |
| 7D | +14.2% | -4.4% | +18.6% | +17.1% |
| 30D | -3.0% | +5.6% | -8.6% | -5.9% |
| 3M | -26.3% | -0.6% | -25.6% | -26.2% |
| 6M | -36.5% | +15.5% | -52.0% | -42.9% |
| YTD | +0.1% | +12.3% | -12.3% | -10.0% |
| All | -11.4% | +18.2% | -29.6% | -21.7% |
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