+503.0%
CORZ vs VIK
+225.3%
+277.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.4% | 0.0% | -1.2% |
| 7D | +7.6% | -0.8% | +8.4% | +8.2% |
| 30D | -6.9% | -18.0% | +11.1% | +5.2% |
| 3M | -33.0% | -5.8% | -27.2% | -30.7% |
| 6M | +19.3% | +17.2% | +2.2% | +5.5% |
| YTD | +24.2% | +19.1% | +5.1% | +7.3% |
| 1Y | +24.5% | +33.6% | -9.1% | -2.4% |
| All | +503.0% | +225.3% | +277.7% | +183.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VIK.
Daily Out/Under-Performance
Portfolio return minus VIK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIK 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 VIK 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