-41.3%
CORZ vs CAI
+12.6%
-53.9%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | +1.1% | -11.5% | -10.6% |
| 7D | -14.9% | -6.3% | -8.6% | -13.9% |
| 30D | -23.1% | +9.3% | -32.4% | -24.0% |
| 3M | -44.1% | +106.3% | -150.4% | -51.5% |
| 6M | -39.5% | +77.7% | -117.3% | -46.5% |
| YTD | -12.4% | +23.1% | -35.5% | -14.1% |
| 1Y | -41.3% | +6.5% | -47.8% | -39.7% |
| All | -41.3% | +12.6% | -53.9% | -39.7% |
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