-41.3%
CORZ vs RMBS
-18.2%
-23.1%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | -6.0% | -4.4% | -7.4% |
| 7D | -14.9% | -8.9% | -6.0% | -10.4% |
| 30D | -23.1% | -24.8% | +1.7% | -11.2% |
| 3M | -44.1% | -17.6% | -26.5% | -38.3% |
| 6M | -39.5% | -25.7% | -13.9% | -31.9% |
| YTD | -12.4% | -9.8% | -2.6% | -21.6% |
| 1Y | -41.3% | -17.4% | -23.9% | -45.6% |
| All | -41.3% | -18.2% | -23.1% | -45.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 RMBS 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