+425.9%
CORZ vs CMI
+145.6%
+280.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.2% | -2.2% | -2.1% |
| 7D | +7.6% | +0.7% | +6.9% | +6.7% |
| 30D | -6.9% | -12.3% | +5.3% | +7.0% |
| 3M | -33.0% | -16.8% | -16.2% | -18.4% |
| 6M | +19.3% | +1.5% | +17.8% | +17.6% |
| YTD | +24.2% | +9.8% | +14.4% | +13.4% |
| 1Y | +24.5% | +42.6% | -18.1% | -14.7% |
| All | +425.9% | +145.6% | +280.2% | +135.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling