-41.3%
CORZ vs CCI
+7.6%
-48.9%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | +6.5% | -16.8% | -9.5% |
| 7D | -14.9% | +5.0% | -20.0% | -14.2% |
| 30D | -23.1% | +36.4% | -59.5% | -20.7% |
| 3M | -44.1% | +20.4% | -64.5% | -43.1% |
| 6M | -39.5% | +4.9% | -44.4% | -38.3% |
| YTD | -12.4% | +7.8% | -20.1% | -14.0% |
| 1Y | -41.3% | +7.3% | -48.6% | -42.1% |
| All | -41.3% | +7.6% | -48.9% | -42.1% |
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