+230.8%
CORZ vs OVV
+55.2%
+175.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -2.9% | -8.0% | -9.8% |
| 7D | -21.1% | -14.9% | -6.2% | -16.7% |
| 30D | -31.8% | -0.9% | -30.8% | -31.7% |
| 3M | -47.7% | +5.6% | -53.3% | -49.6% |
| 6M | -48.7% | -2.5% | -46.2% | -49.3% |
| YTD | -21.8% | +57.8% | -79.7% | -39.7% |
| 1Y | -47.8% | +70.1% | -117.9% | -61.5% |
| All | +230.8% | +55.2% | +175.6% | +177.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling