+444.5%
CORZ vs CNC
-15.4%
+459.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -3.7% | +8.4% | +4.5% |
| 7D | +16.6% | -1.0% | +17.5% | +16.5% |
| 30D | -10.9% | -1.8% | -9.0% | -10.9% |
| 3M | -31.0% | -0.7% | -30.3% | -30.9% |
| 6M | +26.0% | +47.9% | -21.9% | +28.8% |
| YTD | +28.6% | +56.9% | -28.3% | +32.0% |
| 1Y | +34.5% | +123.9% | -89.5% | +40.8% |
| All | +444.5% | -15.4% | +459.8% | +420.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 CNC 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