-41.3%
CORZ vs MAR
+62.0%
-103.3%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | +2.0% | -12.4% | -10.4% |
| 7D | -14.9% | +7.7% | -22.7% | -15.2% |
| 30D | -23.1% | +19.4% | -42.5% | -23.6% |
| 3M | -44.1% | +23.3% | -67.4% | -44.3% |
| 6M | -39.5% | +22.8% | -62.4% | -40.6% |
| YTD | -12.4% | +37.8% | -50.1% | -12.9% |
| 1Y | -41.3% | +57.4% | -98.7% | -42.4% |
| All | -41.3% | +62.0% | -103.3% | -42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 MAR 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