+31.4%
CORZ vs CCI
-18.8%
+50.1%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | -0.4% |
| 7D | +8.4% | -0.4% | +8.8% | +8.2% |
| 30D | -17.8% | +2.7% | -20.5% | -17.4% |
| 3M | -35.9% | -18.2% | -17.7% | -36.3% |
| 6M | +12.9% | -14.8% | +27.7% | +12.6% |
| YTD | +22.9% | -12.6% | +35.5% | +18.4% |
| 1Y | +31.4% | -16.7% | +48.1% | +30.1% |
| All | +31.4% | -18.8% | +50.1% | +30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI 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 CCI 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