+632.4%
GEV vs CORZ
+437.1%
+195.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.3% | +0.3% | +2.8% |
| 7D | +1.6% | +0.3% | +1.3% | +1.6% |
| 30D | -7.9% | -14.0% | +6.1% | -4.4% |
| 3M | +5.6% | -34.1% | +39.7% | +15.8% |
| 6M | +13.1% | +8.5% | +4.6% | +8.9% |
| YTD | +46.7% | +23.2% | +23.5% | +36.2% |
| 1Y | +51.3% | +15.4% | +35.9% | +41.2% |
| All | +632.4% | +437.1% | +195.3% | +449.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CORZ.
Daily Out/Under-Performance
Portfolio return minus CORZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CORZ 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 CORZ 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