+24.5%
CORZ vs RNG
+116.0%
-91.5%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.8% | -2.6% | -3.5% |
| 7D | +7.6% | -4.1% | +11.7% | +7.0% |
| 30D | -6.9% | +8.6% | -15.6% | -5.6% |
| 3M | -33.0% | +78.0% | -111.0% | -28.1% |
| 6M | +19.3% | +67.0% | -47.7% | +28.1% |
| YTD | +24.2% | +142.4% | -118.2% | +34.1% |
| 1Y | +24.5% | +120.4% | -95.9% | +35.8% |
| All | +24.5% | +116.0% | -91.5% | +35.8% |
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