+318.0%
CORZ vs CMI
+101.6%
+216.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.4% | +0.6% |
| 7D | +26.4% | +1.5% | +24.8% | +24.5% |
| 30D | -6.8% | -14.0% | +7.2% | +11.2% |
| 3M | -31.1% | -28.3% | -2.8% | -0.3% |
| 6M | -36.9% | -34.9% | -2.0% | +0.9% |
| YTD | -1.2% | -9.9% | +8.6% | +12.9% |
| 1Y | -12.5% | -3.6% | -8.9% | -6.6% |
| All | +318.0% | +101.6% | +216.4% | +134.3% |
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