+31.4%
CORZ vs ROP
-21.5%
+52.8%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.6% | +3.5% | -2.1% |
| 7D | +8.4% | -4.4% | +12.8% | +5.6% |
| 30D | -17.8% | +3.2% | -21.1% | -16.1% |
| 3M | -35.9% | +23.1% | -59.0% | -29.8% |
| 6M | +12.9% | +13.3% | -0.4% | +21.5% |
| YTD | +22.9% | -7.9% | +30.7% | +18.0% |
| 1Y | +31.4% | -22.1% | +53.4% | +21.0% |
| All | +31.4% | -21.5% | +52.8% | +21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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