+425.9%
CORZ vs MKTX
-37.8%
+463.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | 0.0% | -3.4% | -3.4% |
| 7D | +7.6% | +0.3% | +7.4% | +7.6% |
| 30D | -6.9% | +1.0% | -7.9% | -7.1% |
| 3M | -33.0% | +40.8% | -73.8% | -35.3% |
| 6M | +19.3% | -10.9% | +30.2% | +15.3% |
| YTD | +24.2% | -8.6% | +32.8% | +19.6% |
| 1Y | +24.5% | -11.6% | +36.1% | +20.6% |
| All | +425.9% | -37.8% | +463.7% | +467.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling