-39.0%
CORZ vs ROST
+44.0%
-83.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.8% | +5.1% | +3.6% |
| 7D | -11.2% | +1.2% | -12.5% | -11.1% |
| 30D | -26.2% | +2.5% | -28.7% | -26.4% |
| 3M | -44.1% | -9.0% | -35.2% | -42.8% |
| 6M | -52.3% | +1.3% | -53.6% | -52.5% |
| YTD | -19.2% | +29.1% | -48.3% | -25.8% |
| All | -39.0% | +44.0% | -83.0% | -42.2% |
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