+225.3%
GE vs CORZ
+161.6%
+63.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | +0.2% |
| 7D | +2.7% | +23.5% | -20.8% | +0.3% |
| 30D | +8.1% | +7.5% | +0.6% | +6.8% |
| 3M | -7.9% | -26.6% | +18.7% | -5.6% |
| 6M | +12.9% | -39.5% | +52.4% | +17.0% |
| YTD | +8.2% | -0.3% | +8.5% | +5.5% |
| 1Y | +9.7% | -4.2% | +13.9% | +7.2% |
| All | +225.3% | +161.6% | +63.7% | +183.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CORZ.
Daily Out/Under-Performance
Portfolio return minus CORZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CORZ 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 CORZ 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