-41.3%
CORZ vs NVTS
-9.1%
-32.2%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | +9.0% | -19.4% | -13.3% |
| 7D | -14.9% | -0.3% | -14.6% | -15.1% |
| 30D | -23.1% | -24.4% | +1.3% | -16.3% |
| 3M | -44.1% | -26.5% | -17.6% | -38.7% |
| 6M | -39.5% | -41.4% | +1.9% | -34.3% |
| YTD | -12.4% | +30.7% | -43.0% | -34.7% |
| 1Y | -41.3% | -10.8% | -30.5% | -52.0% |
| All | -41.3% | -9.1% | -32.2% | -52.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 1y: compounded portfolio wealth divided by compounded NVTS 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…
1y analysis · Full analysis span regression · 6 months rolling