+281.7%
CORZ vs TROW
+13.8%
+267.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.1% | +3.2% | +3.2% |
| 7D | -7.8% | +4.4% | -12.2% | -11.5% |
| 30D | -14.8% | +5.5% | -20.3% | -18.9% |
| 3M | -32.5% | -1.3% | -31.1% | -32.0% |
| 6M | -42.7% | +7.9% | -50.6% | -47.8% |
| YTD | -9.8% | +12.6% | -22.5% | -21.0% |
| 1Y | -31.9% | +13.3% | -45.3% | -40.9% |
| All | +281.7% | +13.8% | +267.9% | +212.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling