+241.9%
CORZ vs ROL
-11.0%
+252.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.1% | +5.4% | +3.3% |
| 7D | -11.2% | +9.5% | -20.7% | -11.2% |
| 30D | -26.2% | +22.9% | -49.2% | -26.3% |
| 3M | -44.1% | +3.5% | -47.7% | -43.8% |
| 6M | -52.3% | -29.4% | -22.9% | -49.8% |
| YTD | -19.2% | -36.1% | +16.8% | -13.6% |
| 1Y | -42.9% | -34.4% | -8.5% | -39.4% |
| All | +241.9% | -11.0% | +252.8% | +196.7% |
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