+322.1%
CORZ vs CNI
+6.3%
+315.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.4% | +1.3% |
| 7D | +23.5% | +2.5% | +21.0% | +21.6% |
| 30D | +7.5% | +6.1% | +1.4% | +2.9% |
| 3M | -26.6% | +0.1% | -26.7% | -26.9% |
| 6M | -39.5% | +14.9% | -54.4% | -47.0% |
| YTD | -0.3% | +30.9% | -31.2% | -23.0% |
| 1Y | -4.2% | +33.9% | -38.1% | -27.8% |
| All | +322.1% | +6.3% | +315.8% | +307.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling