-24.2%
CORZ vs ROP
+6.7%
-30.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.6% | +2.6% | +3.6% |
| 7D | -7.8% | +0.2% | -8.0% | -7.3% |
| 30D | -14.8% | +30.3% | -45.1% | 0.0% |
| 3M | -32.5% | +17.8% | -50.2% | -25.2% |
| 6M | -42.7% | +38.9% | -81.6% | -31.4% |
| YTD | -9.8% | +7.6% | -17.4% | -12.5% |
| All | -24.2% | +6.7% | -30.9% | -26.4% |
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