+322.1%
CORZ vs ROST
+70.6%
+251.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.3% | +3.3% | +2.3% |
| 7D | +23.5% | +0.3% | +23.2% | +23.4% |
| 30D | +7.5% | +0.5% | +7.0% | +6.8% |
| 3M | -26.6% | -5.2% | -21.4% | -24.7% |
| 6M | -39.5% | +9.8% | -49.3% | -45.1% |
| YTD | -0.3% | +29.4% | -29.7% | -20.5% |
| 1Y | -4.2% | +44.4% | -48.6% | -30.6% |
| All | +322.1% | +70.6% | +251.5% | +139.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling