+269.8%
CORZ vs MAR
+79.5%
+190.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +0.2% | +8.0% | +8.1% |
| 7D | +1.7% | +0.2% | +1.5% | +1.6% |
| 30D | -17.5% | +14.0% | -31.5% | -24.2% |
| 3M | -39.5% | +18.1% | -57.6% | -45.7% |
| 6M | -44.5% | +18.6% | -63.1% | -51.6% |
| YTD | -12.6% | +35.3% | -47.9% | -32.5% |
| 1Y | -37.0% | +44.5% | -81.5% | -54.7% |
| All | +269.8% | +79.5% | +190.3% | +105.2% |
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