+323.5%
CORZ vs ROL
-9.3%
+332.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +0.1% | +10.8% | +11.0% |
| 7D | +14.2% | +0.8% | +13.4% | +14.2% |
| 30D | -3.0% | +20.6% | -23.6% | -3.0% |
| 3M | -26.3% | +4.5% | -30.7% | -25.7% |
| 6M | -36.5% | -26.5% | -10.0% | -33.5% |
| YTD | +0.1% | -34.8% | +34.9% | +7.0% |
| 1Y | -15.9% | -33.2% | +17.3% | -10.8% |
| All | +323.5% | -9.3% | +332.8% | +267.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling