+52.1%
XLU vs CORZ
+223.2%
-171.2%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.3% | -3.6% | -0.4% |
| 7D | -1.6% | +0.3% | -1.9% | -1.6% |
| 30D | -3.3% | -14.0% | +10.7% | -2.9% |
| 3M | -3.2% | -34.1% | +30.9% | -2.2% |
| 6M | -7.0% | +8.5% | -15.4% | -7.8% |
| YTD | +0.6% | +23.2% | -22.6% | -0.9% |
| 1Y | +2.4% | +15.4% | -12.9% | +1.0% |
| All | +52.1% | +223.2% | -171.2% | +45.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling