+281.7%
CORZ vs RL
+195.5%
+86.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.3% | +2.9% | +3.1% |
| 7D | -7.8% | +1.3% | -9.1% | -8.6% |
| 30D | -14.8% | +7.6% | -22.4% | -18.5% |
| 3M | -32.5% | -1.5% | -30.9% | -32.1% |
| 6M | -42.7% | +12.1% | -54.8% | -47.5% |
| YTD | -9.8% | +13.9% | -23.7% | -18.3% |
| 1Y | -31.9% | +20.7% | -52.6% | -40.7% |
| All | +281.7% | +195.5% | +86.2% | +102.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling