+322.1%
CORZ vs SRE
+20.0%
+302.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.6% |
| 7D | +23.5% | +1.8% | +21.7% | +22.3% |
| 30D | +7.5% | -3.0% | +10.5% | +9.3% |
| 3M | -26.6% | -7.3% | -19.3% | -23.7% |
| 6M | -39.5% | -11.9% | -27.6% | -35.6% |
| YTD | -0.3% | -7.9% | +7.6% | +3.4% |
| 1Y | -4.2% | -11.1% | +6.9% | +1.3% |
| All | +322.1% | +20.0% | +302.1% | +306.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling