+322.1%
CORZ vs CNP
+59.3%
+262.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.9% |
| 7D | +23.5% | +1.3% | +22.2% | +23.3% |
| 30D | +7.5% | +3.8% | +3.7% | +7.3% |
| 3M | -26.6% | +2.4% | -29.0% | -26.7% |
| 6M | -39.5% | -1.2% | -38.3% | -39.7% |
| YTD | -0.3% | +9.3% | -9.5% | -2.8% |
| 1Y | -4.2% | +6.4% | -10.7% | -6.1% |
| All | +322.1% | +59.3% | +262.8% | +298.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling