-4.2%
CORZ vs ROL
-31.8%
+27.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.6% | -1.6% | +1.8% |
| 7D | +23.5% | +3.0% | +20.5% | +24.6% |
| 30D | +7.5% | +19.8% | -12.3% | +14.7% |
| 3M | -26.6% | +7.9% | -34.5% | -23.9% |
| 6M | -39.5% | -25.6% | -13.9% | -41.9% |
| YTD | -0.3% | -34.1% | +33.9% | -1.0% |
| 1Y | -4.2% | -31.4% | +27.2% | -3.2% |
| All | -4.2% | -31.8% | +27.6% | -3.2% |
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