+323.5%
CORZ vs ROST
+77.7%
+245.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +1.0% | +10.0% | +10.4% |
| 7D | +14.2% | -1.8% | +16.0% | +15.6% |
| 30D | -3.0% | +6.8% | -9.8% | -7.1% |
| 3M | -26.3% | -4.0% | -22.3% | -24.8% |
| 6M | -36.5% | +12.9% | -49.4% | -43.2% |
| YTD | +0.1% | +34.7% | -34.7% | -22.0% |
| 1Y | -15.9% | +49.5% | -65.4% | -40.1% |
| All | +323.5% | +77.7% | +245.9% | +135.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 10y: compounded portfolio wealth divided by compounded ROST 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…
10y analysis · Full analysis span regression · 6 months rolling