+34.5%
CORZ vs ROST
+53.6%
-19.1%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.4% | +5.1% | +4.8% |
| 7D | +16.6% | +0.2% | +16.3% | +16.5% |
| 30D | -10.9% | -10.0% | -0.9% | -8.8% |
| 3M | -31.0% | +1.2% | -32.2% | -31.6% |
| 6M | +26.0% | +8.9% | +17.1% | +20.1% |
| YTD | +28.6% | +28.1% | +0.6% | +18.8% |
| 1Y | +34.5% | +53.0% | -18.5% | +23.2% |
| All | +34.5% | +53.6% | -19.1% | +23.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling