-34.1%
CORZ vs ROL
-32.4%
-1.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +2.1% | +6.1% | +8.9% |
| 7D | +1.7% | +7.5% | -5.8% | +4.1% |
| 30D | -17.5% | +21.1% | -38.6% | -11.7% |
| 3M | -39.5% | +3.1% | -42.6% | -38.0% |
| 6M | -44.5% | -27.4% | -17.1% | -46.5% |
| YTD | -12.6% | -34.7% | +22.1% | -14.5% |
| All | -34.1% | -32.4% | -1.7% | -35.6% |
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