+230.8%
CORZ vs RL
+182.3%
+48.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -7.3% | -3.5% | -6.4% |
| 7D | -21.1% | -4.7% | -16.5% | -18.9% |
| 30D | -31.8% | +3.6% | -35.3% | -33.3% |
| 3M | -47.7% | +0.5% | -48.3% | -48.3% |
| 6M | -48.7% | +6.6% | -55.3% | -51.4% |
| YTD | -21.8% | +8.8% | -30.7% | -27.3% |
| 1Y | -47.8% | +21.8% | -69.6% | -55.0% |
| All | +230.8% | +182.3% | +48.5% | +79.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling