+444.5%
CORZ vs TROW
+10.9%
+433.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.3% | +5.0% | +5.0% |
| 7D | +16.6% | +0.4% | +16.1% | +16.2% |
| 30D | -10.9% | -4.0% | -6.8% | -7.6% |
| 3M | -31.0% | +5.0% | -36.0% | -35.2% |
| 6M | +26.0% | +24.3% | +1.7% | +0.9% |
| YTD | +28.6% | +9.8% | +18.9% | +15.7% |
| 1Y | +34.5% | +6.4% | +28.0% | +23.5% |
| All | +444.5% | +10.9% | +433.6% | +356.9% |
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