+87.4%
COR vs UL
+24.1%
+63.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.7% |
| 7D | -1.9% | -1.3% | -0.6% | -1.6% |
| 30D | +1.5% | +0.9% | +0.6% | +1.3% |
| 3M | +18.7% | +14.2% | +4.5% | +15.6% |
| 6M | -9.0% | -3.2% | -5.8% | -8.2% |
| YTD | -3.3% | -0.3% | -3.0% | -3.2% |
| 1Y | +9.8% | -8.8% | +18.6% | +12.4% |
| 3Y | +87.4% | +23.9% | +63.5% | +87.8% |
| All | +87.4% | +24.1% | +63.3% | +87.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling