+421.5%
CORZ vs NRG
+124.6%
+296.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.6% | +1.7% | +2.2% |
| 7D | +0.3% | -4.7% | +5.0% | +3.6% |
| 30D | -14.0% | -6.0% | -8.1% | -10.7% |
| 3M | -34.1% | -8.0% | -26.1% | -31.1% |
| 6M | +8.5% | -23.2% | +31.6% | +25.5% |
| YTD | +23.2% | -28.1% | +51.3% | +48.7% |
| 1Y | +15.4% | -27.3% | +42.6% | +38.4% |
| All | +421.5% | +124.6% | +296.9% | +354.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 NRG 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