+80.5%
COR vs UL
+35.2%
+45.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +0.9% |
| 7D | +2.4% | +2.6% | -0.2% | +1.8% |
| 30D | +7.7% | +6.8% | +0.9% | +6.1% |
| 3M | +7.5% | +5.7% | +1.8% | +6.2% |
| 6M | +34.1% | +15.9% | +18.3% | +29.9% |
| YTD | +3.9% | +4.3% | -0.4% | +2.9% |
| 1Y | -3.6% | -0.4% | -3.2% | -3.4% |
| 3Y | +80.5% | +35.0% | +45.6% | +78.7% |
| All | +80.5% | +35.2% | +45.3% | +78.7% |
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