+24.5%
CORZ vs CAI
-31.0%
+55.5%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.2% | -0.2% | -2.9% |
| 7D | +7.6% | -3.1% | +10.7% | +8.2% |
| 30D | -6.9% | +2.7% | -9.6% | -7.3% |
| 3M | -33.0% | +41.7% | -74.7% | -37.5% |
| 6M | +19.3% | +26.5% | -7.1% | +12.1% |
| YTD | +24.2% | -10.9% | +35.2% | +25.6% |
| 1Y | +24.5% | -29.2% | +53.7% | +26.9% |
| All | +24.5% | -31.0% | +55.5% | +26.9% |
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