+318.0%
CORZ vs CCI
-4.1%
+322.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.0% | -1.2% |
| 7D | +26.4% | -1.4% | +27.7% | +26.1% |
| 30D | -6.8% | +12.7% | -19.5% | -4.8% |
| 3M | -31.1% | +23.0% | -54.1% | -28.7% |
| 6M | -36.9% | +0.6% | -37.5% | -36.1% |
| YTD | -1.2% | +4.9% | -6.1% | -0.3% |
| 1Y | -12.5% | +0.7% | -13.2% | -12.4% |
| All | +318.0% | -4.1% | +322.2% | +338.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling