+420.1%
CORZ vs SRE
+25.7%
+394.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.6% | +0.3% |
| 7D | +8.4% | -0.3% | +8.7% | +8.5% |
| 30D | -17.8% | -0.7% | -17.1% | -17.7% |
| 3M | -35.9% | -6.3% | -29.6% | -34.0% |
| 6M | +12.9% | -10.7% | +23.6% | +19.2% |
| YTD | +22.9% | -3.5% | +26.3% | +24.2% |
| 1Y | +31.4% | +5.3% | +26.1% | +26.0% |
| All | +420.1% | +25.7% | +394.3% | +387.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling