+318.0%
CORZ vs ROK
+37.5%
+280.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -0.9% |
| 7D | +26.4% | +6.1% | +20.3% | +21.1% |
| 30D | -6.8% | -6.5% | -0.3% | -1.4% |
| 3M | -31.1% | -10.2% | -20.9% | -24.8% |
| 6M | -36.9% | -10.6% | -26.3% | -30.9% |
| YTD | -1.2% | +4.9% | -6.1% | -2.8% |
| 1Y | -12.5% | +3.8% | -16.3% | -13.0% |
| All | +318.0% | +37.5% | +280.5% | +230.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling