+269.8%
CORZ vs VO
+46.7%
+223.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +2.7% | +5.4% | +1.7% |
| 7D | +1.7% | -0.1% | +1.9% | +2.4% |
| 30D | -17.5% | +0.5% | -18.0% | -17.6% |
| 3M | -39.5% | -1.0% | -38.4% | -37.1% |
| 6M | -44.5% | +6.4% | -50.9% | -51.0% |
| YTD | -12.6% | +13.6% | -26.2% | -32.2% |
| 1Y | -37.0% | +14.5% | -51.5% | -51.9% |
| All | +269.8% | +46.7% | +223.1% | +90.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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