+493.6%
COR vs UL
+104.4%
+389.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.4% | +0.7% |
| 7D | -1.2% | -1.7% | +0.5% | -0.6% |
| 30D | +7.6% | +4.5% | +3.1% | +6.0% |
| 3M | +5.0% | +5.5% | -0.5% | +3.0% |
| 6M | +35.3% | +17.0% | +18.3% | +27.8% |
| YTD | +4.2% | +3.2% | +1.0% | +2.2% |
| 1Y | -3.4% | -1.9% | -1.6% | -3.6% |
| 3Y | +81.1% | +33.6% | +47.6% | +59.9% |
| 5Y | +195.8% | +31.5% | +164.3% | +158.0% |
| 10Y | +493.6% | +103.9% | +389.6% | +365.3% |
| All | +493.6% | +104.4% | +389.1% | +365.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 10y: compounded portfolio wealth divided by compounded UL 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…
10y analysis · Full analysis span regression · 6 months rolling