+444.5%
CORZ vs MKTX
-37.8%
+482.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | 0.0% | +4.7% | +4.7% |
| 7D | +16.6% | +0.4% | +16.1% | +16.5% |
| 30D | -10.9% | +1.0% | -11.8% | -11.0% |
| 3M | -31.0% | +41.3% | -72.3% | -33.4% |
| 6M | +26.0% | -11.3% | +37.4% | +21.7% |
| YTD | +28.6% | -8.6% | +37.2% | +23.8% |
| 1Y | +34.5% | -11.1% | +45.5% | +30.1% |
| All | +444.5% | -37.8% | +482.3% | +488.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 3y: compounded portfolio wealth divided by compounded MKTX 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…
3y analysis · Full analysis span regression · 6 months rolling