-41.3%
CORZ vs CNI
+37.5%
-78.9%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | +2.1% | -12.5% | -10.6% |
| 7D | -14.9% | +3.7% | -18.7% | -15.3% |
| 30D | -23.1% | +8.1% | -31.2% | -24.2% |
| 3M | -44.1% | +1.9% | -45.9% | -44.1% |
| 6M | -39.5% | +19.2% | -58.7% | -44.3% |
| YTD | -12.4% | +32.7% | -45.1% | -23.2% |
| 1Y | -41.3% | +37.0% | -78.3% | -48.9% |
| All | -41.3% | +37.5% | -78.9% | -48.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 1y: compounded portfolio wealth divided by compounded CNI 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…
1y analysis · Full analysis span regression · 6 months rolling