+281.7%
CORZ vs ROL
-9.4%
+291.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.3% | +3.5% | +3.2% |
| 7D | -7.8% | +3.4% | -11.2% | -7.8% |
| 30D | -14.8% | +20.8% | -35.6% | -14.8% |
| 3M | -32.5% | +3.7% | -36.2% | -31.9% |
| 6M | -42.7% | -27.7% | -15.1% | -39.8% |
| YTD | -9.8% | -34.9% | +25.1% | -3.6% |
| 1Y | -31.9% | -33.3% | +1.4% | -27.8% |
| All | +281.7% | -9.4% | +291.1% | +231.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling