+425.9%
CORZ vs NRG
+128.4%
+297.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.6% | +0.2% | -1.0% |
| 7D | +7.6% | +3.9% | +3.8% | +4.8% |
| 30D | -6.9% | -3.0% | -4.0% | -5.3% |
| 3M | -33.0% | -10.9% | -22.1% | -28.5% |
| 6M | +19.3% | -25.3% | +44.6% | +40.4% |
| YTD | +24.2% | -26.8% | +51.1% | +48.2% |
| 1Y | +24.5% | -23.3% | +47.8% | +44.3% |
| All | +425.9% | +128.4% | +297.4% | +352.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling