+170.6%
SE vs CORZ
+223.2%
-52.6%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.3% | -4.6% | -1.7% |
| 7D | -5.2% | +0.3% | -5.5% | -5.3% |
| 30D | -17.1% | -14.0% | -3.0% | -15.6% |
| 3M | +24.0% | -34.1% | +58.1% | +29.1% |
| 6M | +21.0% | +8.5% | +12.5% | +18.0% |
| YTD | -16.7% | +23.2% | -39.9% | -20.2% |
| 1Y | -45.9% | +15.4% | -61.3% | -48.0% |
| All | +170.6% | +223.2% | -52.6% | +134.4% |
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