+12.9%
CORZ vs ROST
+7.9%
+5.1%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.4% | 0.0% |
| 7D | +8.4% | +0.9% | +7.4% | +8.2% |
| 30D | -17.8% | -8.9% | -8.9% | -16.6% |
| 3M | -35.9% | -0.8% | -35.1% | -35.8% |
| 6M | +12.9% | +8.5% | +4.5% | +1.5% |
| All | +12.9% | +7.9% | +5.1% | +1.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling