+425.9%
CORZ vs VIVK
-100.0%
+525.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -6.3% | +2.9% | -3.2% |
| 7D | +7.6% | -7.9% | +15.5% | +7.8% |
| 30D | -6.9% | -42.0% | +35.0% | -5.7% |
| 3M | -33.0% | -92.5% | +59.5% | -29.4% |
| 6M | +19.3% | -98.0% | +117.3% | +28.5% |
| YTD | +24.2% | -97.9% | +122.1% | +30.4% |
| 1Y | +24.5% | -100.0% | +124.5% | +44.3% |
| All | +425.9% | -100.0% | +525.8% | +451.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 VIVK 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