+216.8%
GE vs CORZ
+223.2%
-6.4%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.3% | -3.4% | -0.5% |
| 7D | -4.0% | +0.3% | -4.3% | -4.0% |
| 30D | -11.4% | -14.0% | +2.6% | -10.1% |
| 3M | -2.6% | -34.1% | +31.5% | +0.8% |
| 6M | -0.3% | +8.5% | -8.8% | -2.6% |
| YTD | +5.4% | +23.2% | -17.9% | +1.2% |
| 1Y | +15.5% | +15.4% | +0.2% | +11.1% |
| All | +216.8% | +223.2% | -6.4% | +171.9% |
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