-7.5%
XLU vs CORZ
+13.5%
-20.9%
-9.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.0% | +3.0% | -1.0% |
| 7D | -1.2% | -3.0% | +1.8% | -1.2% |
| 30D | -2.5% | -12.1% | +9.6% | -2.6% |
| 3M | -2.7% | -32.4% | +29.6% | -3.2% |
| 6M | -7.5% | +12.4% | -19.8% | -9.5% |
| All | -7.5% | +13.5% | -20.9% | -9.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling