+421.5%
CORZ vs NVDX
+365.5%
+56.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.3% | +3.6% | +3.4% |
| 7D | +0.3% | -10.2% | +10.5% | +4.1% |
| 30D | -14.0% | -7.3% | -6.7% | -12.1% |
| 3M | -34.1% | +5.5% | -39.6% | -36.0% |
| 6M | +8.5% | +18.3% | -9.8% | -0.1% |
| YTD | +23.2% | +11.4% | +11.8% | +15.1% |
| 1Y | +15.4% | +12.7% | +2.7% | +5.7% |
| All | +421.5% | +365.5% | +56.0% | +222.8% |
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