+322.1%
CORZ vs CCI
-2.9%
+325.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | +1.2% |
| 7D | +23.5% | +2.5% | +21.0% | +24.0% |
| 30D | +7.5% | +14.4% | -6.9% | +10.1% |
| 3M | -26.6% | +21.7% | -48.3% | -24.2% |
| 6M | -39.5% | +4.0% | -43.5% | -38.5% |
| YTD | -0.3% | +6.2% | -6.5% | +0.9% |
| 1Y | -4.2% | +5.4% | -9.6% | -3.2% |
| All | +322.1% | -2.9% | +325.0% | +344.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling