+318.0%
CORZ vs TROW
+11.1%
+306.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.2% | +0.9% | +0.6% |
| 7D | +26.4% | -0.5% | +26.8% | +26.9% |
| 30D | -6.8% | +6.7% | -13.5% | -12.2% |
| 3M | -31.1% | -1.7% | -29.4% | -30.3% |
| 6M | -36.9% | +7.8% | -44.7% | -42.6% |
| YTD | -1.2% | +9.9% | -11.2% | -11.7% |
| 1Y | -12.5% | +8.7% | -21.3% | -21.2% |
| All | +318.0% | +11.1% | +306.9% | +248.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 TROW 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