-41.3%
CORZ vs SRE
-7.5%
-33.8%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | -2.9% | -7.5% | -9.2% |
| 7D | -14.9% | -2.1% | -12.8% | -14.1% |
| 30D | -23.1% | +6.1% | -29.2% | -25.1% |
| 3M | -44.1% | -3.5% | -40.5% | -43.2% |
| 6M | -39.5% | -10.8% | -28.7% | -35.9% |
| YTD | -12.4% | -4.0% | -8.4% | -13.6% |
| 1Y | -41.3% | -7.7% | -33.6% | -41.2% |
| All | -41.3% | -7.5% | -33.8% | -41.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 1y: compounded portfolio wealth divided by compounded SRE 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…
1y analysis · Full analysis span regression · 6 months rolling