-41.3%
CORZ vs RNG
+179.4%
-220.7%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | -0.2% | -10.2% | -10.4% |
| 7D | -14.9% | -9.6% | -5.4% | -15.7% |
| 30D | -23.1% | -1.4% | -21.7% | -23.3% |
| 3M | -44.1% | +28.8% | -72.8% | -41.6% |
| 6M | -39.5% | +65.6% | -105.1% | -33.5% |
| YTD | -12.4% | +171.4% | -183.8% | -3.5% |
| 1Y | -41.3% | +185.3% | -226.6% | -31.1% |
| All | -41.3% | +179.4% | -220.7% | -31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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