+17,451.9%
COR vs UL
+1,317.5%
+16,134.4%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.8% | -1.8% |
| 7D | +2.8% | -1.3% | +4.1% | +3.2% |
| 30D | +4.5% | +0.5% | +4.0% | +4.3% |
| 3M | +22.7% | +17.6% | +5.1% | +16.4% |
| 6M | -9.7% | -5.4% | -4.4% | -8.7% |
| YTD | -1.4% | +0.7% | -2.1% | -2.4% |
| 1Y | +13.9% | -9.3% | +23.2% | +16.5% |
| 3Y | +94.0% | +24.5% | +69.4% | +78.0% |
| 5Y | +184.0% | +23.2% | +160.8% | +157.7% |
| 10Y | +406.8% | +64.5% | +342.3% | +313.1% |
| All | +17,451.9% | +1,317.5% | +16,134.4% | +7,468.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling