+113.2%
RCL vs CORZ
+223.2%
-110.1%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.3% | -2.8% | 0.0% |
| 7D | -1.9% | +0.3% | -2.2% | -2.0% |
| 30D | -15.5% | -14.0% | -1.5% | -13.9% |
| 3M | -9.7% | -34.1% | +24.4% | -5.2% |
| 6M | -8.7% | +8.5% | -17.2% | -11.0% |
| YTD | -5.8% | +23.2% | -29.0% | -10.4% |
| 1Y | -24.5% | +15.4% | -39.8% | -28.3% |
| All | +113.2% | +223.2% | -110.1% | +72.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CORZ.
Daily Out/Under-Performance
Portfolio return minus CORZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CORZ 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 CORZ 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