+420.1%
CORZ vs MKTX
-37.8%
+457.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +8.4% | +0.4% | +8.0% | +8.3% |
| 30D | -17.8% | +1.1% | -18.9% | -18.0% |
| 3M | -35.9% | +36.1% | -72.0% | -38.1% |
| 6M | +12.9% | -12.9% | +25.8% | +9.1% |
| YTD | +22.9% | -8.5% | +31.4% | +18.3% |
| 1Y | +31.4% | -7.5% | +38.9% | +26.5% |
| All | +420.1% | -37.8% | +457.8% | +461.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling