+323.5%
CORZ vs RRC
+78.9%
+244.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +1.3% | +9.7% | +10.6% |
| 7D | +14.2% | -0.5% | +14.6% | +14.5% |
| 30D | -3.0% | +25.2% | -28.2% | -9.5% |
| 3M | -26.3% | +27.8% | -54.1% | -32.1% |
| 6M | -36.5% | +27.2% | -63.7% | -41.8% |
| YTD | +0.1% | +48.2% | -48.1% | -16.4% |
| 1Y | -15.9% | +34.7% | -50.6% | -26.2% |
| All | +323.5% | +78.9% | +244.7% | +251.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 3y: compounded portfolio wealth divided by compounded RRC 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…
3y analysis · Full analysis span regression · 6 months rolling