+404.9%
CORZ vs NRG
+121.1%
+283.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.2% | -0.8% | -1.8% |
| 7D | -3.0% | -0.2% | -2.8% | -3.0% |
| 30D | -12.1% | -6.8% | -5.3% | -8.1% |
| 3M | -32.4% | -7.1% | -25.3% | -29.8% |
| 6M | +12.4% | -27.6% | +39.9% | +35.0% |
| YTD | +19.3% | -29.2% | +48.5% | +45.5% |
| 1Y | +8.6% | -29.9% | +38.5% | +33.6% |
| All | +404.9% | +121.1% | +283.9% | +344.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling