-42.9%
CORZ vs ROIV
+93.5%
-136.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +6.2% | -2.8% | +0.5% |
| 7D | -11.2% | +5.3% | -16.6% | -13.4% |
| 30D | -26.2% | +11.9% | -38.1% | -30.1% |
| 3M | -44.1% | +10.7% | -54.8% | -47.3% |
| 6M | -52.3% | +34.9% | -87.2% | -59.7% |
| YTD | -19.2% | +79.2% | -98.4% | -42.3% |
| 1Y | -42.9% | +89.0% | -131.9% | -60.7% |
| All | -42.9% | +93.5% | -136.4% | -60.7% |
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