+31.4%
CORZ vs CAI
-31.3%
+62.6%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.1% |
| 7D | +8.4% | -2.2% | +10.5% | +8.7% |
| 30D | -17.8% | +52.4% | -70.2% | -23.9% |
| 3M | -35.9% | +45.1% | -81.0% | -40.2% |
| 6M | +12.9% | +26.2% | -13.3% | +6.9% |
| YTD | +22.9% | -7.1% | +30.0% | +23.3% |
| 1Y | +31.4% | -31.0% | +62.4% | +35.7% |
| All | +31.4% | -31.3% | +62.6% | +35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 1y: compounded portfolio wealth divided by compounded CAI 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…
1y analysis · Full analysis span regression · 6 months rolling