+444.5%
CORZ vs CNI
+2.6%
+441.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | 0.0% | +4.7% | +4.7% |
| 7D | +16.6% | +2.5% | +14.1% | +14.6% |
| 30D | -10.9% | -2.5% | -8.3% | -9.2% |
| 3M | -31.0% | +2.7% | -33.7% | -33.6% |
| 6M | +26.0% | +16.9% | +9.1% | +7.8% |
| YTD | +28.6% | +26.3% | +2.3% | +2.2% |
| 1Y | +34.5% | +31.1% | +3.4% | +1.9% |
| All | +444.5% | +2.6% | +441.9% | +440.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling