+444.5%
CORZ vs SRE
+27.9%
+416.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.7% | +3.0% | +3.8% |
| 7D | +16.6% | +1.4% | +15.1% | +15.8% |
| 30D | -10.9% | +1.9% | -12.7% | -11.9% |
| 3M | -31.0% | -3.3% | -27.7% | -29.9% |
| 6M | +26.0% | -6.4% | +32.5% | +29.7% |
| YTD | +28.6% | -1.8% | +30.5% | +28.9% |
| 1Y | +34.5% | +10.7% | +23.7% | +25.6% |
| All | +444.5% | +27.9% | +416.6% | +406.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling