+65.6%
XLE vs CORZ
+136.6%
-70.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.2% | -2.8% | +0.3% |
| 7D | -6.7% | -7.8% | +1.1% | -6.5% |
| 30D | -4.4% | -14.8% | +10.4% | -4.1% |
| 3M | +4.0% | -32.5% | +36.4% | +4.9% |
| 6M | +13.2% | -42.7% | +55.9% | +14.4% |
| YTD | +41.9% | -9.8% | +51.7% | +40.1% |
| 1Y | +41.6% | -31.9% | +73.6% | +41.4% |
| All | +65.6% | +136.6% | -70.9% | +58.4% |
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