+318.0%
CORZ vs MAR
+82.7%
+235.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.3% | -0.6% |
| 7D | +26.4% | +1.8% | +24.6% | +25.0% |
| 30D | -6.8% | +14.3% | -21.1% | -14.5% |
| 3M | -31.1% | +20.0% | -51.1% | -38.9% |
| 6M | -36.9% | +21.7% | -58.6% | -45.9% |
| YTD | -1.2% | +37.7% | -38.9% | -24.5% |
| 1Y | -12.5% | +46.8% | -59.3% | -37.6% |
| All | +318.0% | +82.7% | +235.3% | +129.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling