-41.3%
CORZ vs CMI
+10.9%
-52.2%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | -5.8% | -4.6% | -4.1% |
| 7D | -14.9% | -11.2% | -3.7% | -2.8% |
| 30D | -23.1% | -9.8% | -13.3% | -13.3% |
| 3M | -44.1% | -25.5% | -18.5% | -22.9% |
| 6M | -39.5% | -27.7% | -11.9% | -14.1% |
| YTD | -12.4% | -6.6% | -5.7% | -2.5% |
| 1Y | -41.3% | +11.7% | -53.0% | -40.9% |
| All | -41.3% | +10.9% | -52.2% | -40.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 CMI 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