-11.4%
CORZ vs CI
+15.7%
-27.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -0.6% | +11.5% | +10.8% |
| 7D | +14.2% | -1.3% | +15.5% | +13.8% |
| 30D | -3.0% | +6.4% | -9.4% | -1.7% |
| 3M | -26.3% | +10.7% | -36.9% | -25.0% |
| 6M | -36.5% | +5.5% | -42.0% | -35.0% |
| YTD | +0.1% | +11.4% | -11.3% | +3.9% |
| All | -11.4% | +15.7% | -27.1% | -5.8% |
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