+241.9%
CORZ vs NI
+86.7%
+155.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.7% | +4.0% | +3.8% |
| 7D | -11.2% | -0.9% | -10.3% | -10.8% |
| 30D | -26.2% | +9.6% | -35.9% | -31.0% |
| 3M | -44.1% | +2.5% | -46.6% | -45.1% |
| 6M | -52.3% | -5.8% | -46.4% | -50.6% |
| YTD | -19.2% | +8.6% | -27.8% | -26.0% |
| 1Y | -42.9% | +6.0% | -48.9% | -46.6% |
| All | +241.9% | +86.7% | +155.2% | +158.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 3y: compounded portfolio wealth divided by compounded NI 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…
3y analysis · Full analysis span regression · 6 months rolling