-48.7%
CORZ vs ROP
+38.7%
-87.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -0.3% | -10.6% | -11.0% |
| 7D | -21.1% | +9.2% | -30.3% | -14.3% |
| 30D | -31.8% | +35.5% | -67.3% | -11.5% |
| 3M | -47.7% | +24.4% | -72.2% | -37.1% |
| 6M | -48.7% | +38.0% | -86.8% | -31.9% |
| All | -48.7% | +38.7% | -87.4% | -31.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling