+318.0%
CORZ vs RMBS
+13.4%
+304.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.1% |
| 7D | +26.4% | +21.9% | +4.4% | +14.9% |
| 30D | -6.8% | -13.4% | +6.6% | +0.6% |
| 3M | -31.1% | -15.9% | -15.2% | -25.1% |
| 6M | -36.9% | -34.8% | -2.1% | -24.8% |
| YTD | -1.2% | -7.5% | +6.3% | -5.3% |
| 1Y | -12.5% | -16.9% | +4.3% | -12.1% |
| All | +318.0% | +13.4% | +304.7% | +204.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling