+627.7%
GEV vs CORZ
+441.6%
+186.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.4% | +1.3% | -1.2% |
| 7D | +3.2% | +7.6% | -4.5% | +1.2% |
| 30D | -4.0% | -6.9% | +2.9% | -2.3% |
| 3M | +3.4% | -33.0% | +36.4% | +13.0% |
| 6M | +14.7% | +19.3% | -4.6% | +7.9% |
| YTD | +45.8% | +24.2% | +21.5% | +35.0% |
| 1Y | +57.4% | +24.5% | +32.9% | +44.2% |
| All | +627.7% | +441.6% | +186.0% | +444.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling