+230.8%
CORZ vs ROIV
+249.8%
-18.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -4.2% | -6.6% | -8.8% |
| 7D | -21.1% | -2.4% | -18.7% | -20.2% |
| 30D | -31.8% | +3.1% | -34.8% | -33.0% |
| 3M | -47.7% | +5.8% | -53.6% | -49.9% |
| 6M | -48.7% | +29.3% | -78.0% | -56.1% |
| YTD | -21.8% | +68.8% | -90.6% | -42.1% |
| 1Y | -47.8% | +81.0% | -128.8% | -62.9% |
| All | +230.8% | +249.8% | -18.9% | +45.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling