+322.1%
CORZ vs NRG
+93.2%
+228.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +1.9% | +1.6% |
| 7D | +23.5% | +10.0% | +13.5% | +15.7% |
| 30D | +7.5% | -3.2% | +10.7% | +9.9% |
| 3M | -26.6% | -18.5% | -8.1% | -16.2% |
| 6M | -39.5% | -25.3% | -14.2% | -27.7% |
| YTD | -0.3% | -38.1% | +37.8% | +33.0% |
| 1Y | -4.2% | -40.7% | +36.5% | +31.8% |
| All | +322.1% | +93.2% | +228.9% | +306.2% |
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