-41.3%
CORZ vs ROL
-34.1%
-7.2%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | +2.8% | -13.2% | -9.5% |
| 7D | -14.9% | +14.6% | -29.5% | -10.9% |
| 30D | -23.1% | +29.3% | -52.4% | -16.3% |
| 3M | -44.1% | +2.0% | -46.1% | -43.0% |
| 6M | -39.5% | -28.5% | -11.0% | -41.6% |
| YTD | -12.4% | -35.3% | +23.0% | -14.8% |
| 1Y | -41.3% | -34.7% | -6.6% | -44.4% |
| All | -41.3% | -34.1% | -7.2% | -44.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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