+444.5%
CORZ vs NVTS
+83.2%
+361.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.7% | +3.0% | +4.5% |
| 7D | +16.6% | +9.7% | +6.9% | +15.1% |
| 30D | -10.9% | -13.6% | +2.8% | -9.1% |
| 3M | -31.0% | -51.0% | +20.0% | -25.2% |
| 6M | +26.0% | +46.3% | -20.3% | +18.1% |
| YTD | +28.6% | +68.1% | -39.4% | +18.3% |
| 1Y | +34.5% | +113.9% | -79.4% | +20.0% |
| All | +444.5% | +83.2% | +361.3% | +536.4% |
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