+31.4%
CORZ vs CI
-4.0%
+35.3%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.3% | -0.2% |
| 7D | +8.4% | +1.3% | +7.1% | +8.5% |
| 30D | -17.8% | +4.4% | -22.3% | -17.4% |
| 3M | -35.9% | +0.7% | -36.6% | -35.7% |
| 6M | +12.9% | +0.3% | +12.6% | +12.6% |
| YTD | +22.9% | +3.8% | +19.1% | +24.0% |
| 1Y | +31.4% | -5.5% | +36.8% | +32.4% |
| All | +31.4% | -4.0% | +35.3% | +32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 CI 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