+281.7%
CORZ vs CCI
-4.5%
+286.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.7% | +1.5% | +3.5% |
| 7D | -7.8% | +3.2% | -11.0% | -7.1% |
| 30D | -14.8% | +12.2% | -27.0% | -13.0% |
| 3M | -32.5% | +23.1% | -55.6% | -30.1% |
| 6M | -42.7% | +1.3% | -44.0% | -42.0% |
| YTD | -9.8% | +4.5% | -14.3% | -9.1% |
| 1Y | -31.9% | +2.3% | -34.2% | -31.6% |
| All | +281.7% | -4.5% | +286.2% | +300.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling