-34.1%
CORZ vs ROK
+4.6%
-38.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +3.6% | +4.6% | +4.6% |
| 7D | +1.7% | -11.5% | +13.3% | +14.5% |
| 30D | -17.5% | -10.0% | -7.5% | -8.3% |
| 3M | -39.5% | -11.4% | -28.0% | -31.4% |
| 6M | -44.5% | -13.7% | -30.8% | -36.0% |
| YTD | -12.6% | +1.0% | -13.7% | -16.8% |
| All | -34.1% | +4.6% | -38.6% | -36.0% |
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