+241.9%
CORZ vs NVTS
+31.5%
+210.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +9.5% | -6.2% | +2.0% |
| 7D | -11.2% | +1.5% | -12.8% | -11.5% |
| 30D | -26.2% | -23.8% | -2.4% | -23.4% |
| 3M | -44.1% | -30.6% | -13.6% | -41.3% |
| 6M | -52.3% | -48.4% | -3.9% | -48.8% |
| YTD | -19.2% | +20.6% | -39.8% | -22.3% |
| 1Y | -42.9% | -2.5% | -40.3% | -44.0% |
| All | +241.9% | +31.5% | +210.4% | +318.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling