+420.1%
CORZ vs RL
+158.9%
+261.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.0% | -2.1% | -1.3% |
| 7D | +8.4% | -0.8% | +9.2% | +8.9% |
| 30D | -17.8% | -7.8% | -10.1% | -14.2% |
| 3M | -35.9% | -4.0% | -31.9% | -35.1% |
| 6M | +12.9% | -1.9% | +14.8% | +12.2% |
| YTD | +22.9% | -0.2% | +23.0% | +20.7% |
| 1Y | +31.4% | +10.7% | +20.7% | +19.5% |
| All | +420.1% | +158.9% | +261.1% | +198.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling