+420.1%
CORZ vs OVV
+64.2%
+355.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.7% | +0.6% |
| 7D | +8.4% | +0.3% | +8.1% | +8.2% |
| 30D | -17.8% | +11.7% | -29.6% | -21.7% |
| 3M | -35.9% | +9.8% | -45.7% | -38.8% |
| 6M | +12.9% | +26.6% | -13.6% | -0.7% |
| YTD | +22.9% | +67.0% | -44.2% | -6.3% |
| 1Y | +31.4% | +55.9% | -24.6% | +2.7% |
| All | +420.1% | +64.2% | +355.8% | +331.7% |
Cumulative growth
Daily Returns
Daily percentage return beside OVV.
Daily Out/Under-Performance
Portfolio return minus OVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OVV 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 OVV 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