+404.9%
CORZ vs CMI
+143.5%
+261.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.9% | -3.1% | -3.1% |
| 7D | -3.0% | +0.8% | -3.8% | -3.8% |
| 30D | -12.1% | -12.8% | +0.7% | +1.8% |
| 3M | -32.4% | -12.4% | -19.9% | -21.8% |
| 6M | +12.4% | -0.9% | +13.2% | +13.6% |
| YTD | +19.3% | +8.9% | +10.4% | +9.9% |
| 1Y | +8.6% | +37.7% | -29.1% | -22.8% |
| All | +404.9% | +143.5% | +261.4% | +128.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling