+194.9%
COR vs UL
+31.7%
+163.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +6.1% |
| 6M | +34.1% | +15.9% | +18.3% | +29.6% |
| YTD | +3.9% | +4.3% | -0.4% | +2.6% |
| 1Y | -3.6% | -0.4% | -3.2% | -3.8% |
| 3Y | +80.5% | +35.0% | +45.6% | +68.4% |
| 5Y | +194.9% | +31.6% | +163.3% | +171.9% |
| All | +194.9% | +31.7% | +163.2% | +171.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling