-42.9%
CORZ vs CNP
+7.1%
-50.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.7% | +1.6% | +3.5% |
| 7D | -11.2% | -4.2% | -7.1% | -12.1% |
| 30D | -26.2% | +5.5% | -31.8% | -24.9% |
| 3M | -44.1% | +0.6% | -44.7% | -44.3% |
| 6M | -52.3% | -2.8% | -49.4% | -53.1% |
| YTD | -19.2% | +7.9% | -27.1% | -21.3% |
| 1Y | -42.9% | +6.7% | -49.5% | -42.9% |
| All | -42.9% | +7.1% | -50.0% | -42.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 CNP 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