+318.0%
CORZ vs NVDX
+154.4%
+163.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -9.0% | +7.7% | +2.0% |
| 7D | +26.4% | -17.5% | +43.9% | +34.3% |
| 30D | -6.8% | -49.2% | +42.4% | +18.6% |
| 3M | -31.1% | -49.3% | +18.2% | -12.8% |
| 6M | -36.9% | -52.0% | +15.1% | -19.7% |
| YTD | -1.2% | -39.1% | +37.8% | +14.3% |
| 1Y | -12.5% | -45.8% | +33.3% | +4.6% |
| All | +318.0% | +154.4% | +163.6% | +220.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDX.
Daily Out/Under-Performance
Portfolio return minus NVDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDX 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 NVDX 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