+444.5%
CORZ vs RNG
+92.6%
+351.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -4.4% | +9.1% | +5.1% |
| 7D | +16.6% | -0.8% | +17.4% | +16.6% |
| 30D | -10.9% | +11.4% | -22.2% | -11.9% |
| 3M | -31.0% | +72.1% | -103.1% | -36.2% |
| 6M | +26.0% | +67.9% | -41.9% | +15.7% |
| YTD | +28.6% | +144.3% | -115.7% | +4.6% |
| 1Y | +34.5% | +117.5% | -83.1% | +13.2% |
| All | +444.5% | +92.6% | +351.8% | +341.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling