-15.9%
CORZ vs ROIV
+96.8%
-112.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +1.6% | +9.4% | +10.2% |
| 7D | +14.2% | +9.5% | +4.7% | +9.7% |
| 30D | -3.0% | +21.0% | -24.0% | -11.3% |
| 3M | -26.3% | +18.7% | -45.0% | -32.6% |
| 6M | -36.5% | +44.5% | -81.0% | -48.0% |
| YTD | +0.1% | +92.9% | -92.8% | -30.6% |
| 1Y | -15.9% | +100.2% | -116.1% | -42.7% |
| All | -15.9% | +96.8% | -112.7% | -42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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