+420.1%
CORZ vs ROIV
+233.6%
+186.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -0.8% |
| 7D | +8.4% | +0.6% | +7.7% | +8.0% |
| 30D | -17.8% | +1.0% | -18.8% | -18.3% |
| 3M | -35.9% | +18.3% | -54.2% | -41.1% |
| 6M | +12.9% | +18.3% | -5.4% | +2.4% |
| YTD | +22.9% | +61.0% | -38.1% | -5.7% |
| 1Y | +31.4% | +177.9% | -146.5% | -26.8% |
| All | +420.1% | +233.6% | +186.4% | +136.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling