+34.5%
CORZ vs MAR
+25.0%
+9.4%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.3% | +7.0% | +4.6% |
| 7D | +16.6% | -1.7% | +18.3% | +16.4% |
| 30D | -10.9% | -6.9% | -3.9% | -11.2% |
| 3M | -31.0% | -15.8% | -15.2% | -31.2% |
| 6M | +26.0% | +1.9% | +24.1% | +24.9% |
| YTD | +28.6% | +6.6% | +22.0% | +31.6% |
| 1Y | +34.5% | +23.7% | +10.8% | +49.3% |
| All | +34.5% | +25.0% | +9.4% | +49.3% |
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