+444.5%
CORZ vs CMI
+148.6%
+295.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.1% | +4.6% | +4.5% |
| 7D | +16.6% | +1.9% | +14.7% | +14.1% |
| 30D | -10.9% | -12.5% | +1.7% | +2.9% |
| 3M | -31.0% | -16.2% | -14.8% | -16.7% |
| 6M | +26.0% | +4.9% | +21.2% | +20.0% |
| YTD | +28.6% | +11.1% | +17.5% | +15.9% |
| 1Y | +34.5% | +43.4% | -8.9% | -8.5% |
| All | +444.5% | +148.6% | +295.8% | +140.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling