-41.3%
CORZ vs ROK
+25.3%
-66.6%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | -0.6% | -9.8% | -9.9% |
| 7D | -14.9% | 0.0% | -14.9% | -14.7% |
| 30D | -23.1% | -2.5% | -20.6% | -20.9% |
| 3M | -44.1% | 0.0% | -44.1% | -43.6% |
| 6M | -39.5% | +11.6% | -51.1% | -43.9% |
| YTD | -12.4% | +15.2% | -27.6% | -22.4% |
| 1Y | -41.3% | +25.0% | -66.3% | -48.4% |
| All | -41.3% | +25.3% | -66.6% | -48.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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