+420.1%
CORZ vs ROL
-15.9%
+435.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.1% |
| 7D | +8.4% | -1.4% | +9.8% | +8.4% |
| 30D | -17.8% | -4.1% | -13.7% | -17.6% |
| 3M | -35.9% | -22.5% | -13.4% | -34.6% |
| 6M | +12.9% | -37.7% | +50.6% | +19.6% |
| YTD | +22.9% | -39.6% | +62.4% | +30.6% |
| 1Y | +31.4% | -36.0% | +67.4% | +36.8% |
| All | +420.1% | -15.9% | +435.9% | +348.9% |
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