+420.1%
CORZ vs MTB
+82.5%
+337.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | 0.0% |
| 7D | +8.4% | +1.7% | +6.6% | +7.3% |
| 30D | -17.8% | -4.2% | -13.6% | -15.5% |
| 3M | -35.9% | +8.9% | -44.8% | -39.9% |
| 6M | +12.9% | +10.9% | +2.1% | +4.4% |
| YTD | +22.9% | +21.5% | +1.4% | +5.5% |
| 1Y | +31.4% | +21.9% | +9.4% | +11.9% |
| All | +420.1% | +82.5% | +337.6% | +235.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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