+151.5%
CEG vs CORZ
+213.0%
-61.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.0% | +1.3% | -1.8% |
| 7D | +0.3% | -3.0% | +3.3% | +1.0% |
| 30D | +2.9% | -12.1% | +15.0% | +5.7% |
| 3M | +18.2% | -32.4% | +50.6% | +27.4% |
| 6M | -9.5% | +12.4% | -21.9% | -14.9% |
| YTD | -18.7% | +19.3% | -38.0% | -25.2% |
| 1Y | -10.1% | +8.6% | -18.8% | -15.9% |
| All | +151.5% | +213.0% | -61.5% | +89.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling