sotnkρ +0.47beyond mkt +0.23holdout +0.57stable 100%robust
CLM Cornerstone Strategic Investment Fund, Inc.
- Last close
- 5.99
- 504-day return
- +7.33%
- Median $/day
- $10.2M
- Relationships shown
- 16
together opposite · bar = ρ at each lag, −10 … 0 … +10 days · holdout ρ · click a card for the full picture
Same exposure: CRF move almost identically to CLM (|ρ| ≥ 0.93). Same-day relationships for the group are listed here.
CLM vs GOF
Both indexed to 100 at 2026-05-11.
Moves with CLM
Same day, ranked by what's left after the market and sector factors are removed ("beyond mkt").
ρ +0.50beyond mkt +0.20holdout +0.53stable 100%robust
ρ +0.54beyond mkt +0.18holdout +0.58stable 100%robust
ρ +0.38beyond mkt +0.17holdout +0.42stable 100%robust
ρ +0.60beyond mkt +0.14holdout +0.61stable 100%robust
ρ +0.58beyond mkt +0.11holdout +0.62stable 100%robust
Moves against CLM
ρ -0.57beyond mkt -0.08holdout -0.60stable 100%robust
ρ -0.49beyond mkt -0.05holdout -0.53stable 100%robust
ρ -0.47beyond mkt -0.04holdout -0.37stable 100%robust
ρ -0.50beyond mkt -0.04holdout -0.60stable 100%robust
Weekly, not daily
No day-to-day relationship, but 5- or 10-day returns move together.
horizon 10dρ +0.44holdout +0.45stable 75%robust
horizon 10dρ +0.43holdout +0.33stable 100%robust
horizon 10dρ +0.39holdout +0.33stable 75%robust
horizon 10dρ +0.39holdout +0.31stable 75%robust
horizon 10dρ +0.38holdout +0.59stable 62%moderate
horizon 5dρ +0.36holdout +0.34stable 88%robust
Changed this quarter
Biggest shifts in same-day correlation over the last 63 trading days versus the year before.
Δ -0.48recent -0.37prior +0.11beyond mkt -0.00
Δ +0.45recent +0.65prior +0.20beyond mkt +0.07
Δ -0.43recent -0.10prior +0.33beyond mkt -0.01
Δ +0.42recent +0.57prior +0.15beyond mkt +0.04
Δ -0.40recent -0.07prior +0.34beyond mkt -0.01
Δ -0.40recent -0.32prior +0.09beyond mkt -0.01