-52.3%
CORZ vs ROK
-15.7%
-36.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.4% | +4.7% | +4.7% |
| 7D | -11.2% | -13.8% | +2.6% | +2.7% |
| 30D | -26.2% | -14.9% | -11.3% | -13.0% |
| 3M | -44.1% | -14.7% | -29.5% | -34.2% |
| 6M | -52.3% | -17.7% | -34.6% | -42.7% |
| All | -52.3% | -15.7% | -36.6% | -42.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling