+520.9%
COR vs URA
+278.3%
+242.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.4% | -6.2% | -2.3% |
| 7D | +0.8% | -4.1% | +4.9% | +1.3% |
| 30D | +5.1% | -19.0% | +24.1% | +7.5% |
| 3M | +2.8% | -25.1% | +28.0% | +5.8% |
| 6M | +32.5% | -44.5% | +77.0% | +40.9% |
| YTD | -0.7% | -24.3% | +23.7% | +0.1% |
| 1Y | -6.7% | -28.1% | +21.4% | -5.5% |
| 3Y | +73.7% | +40.7% | +33.1% | +50.8% |
| 5Y | +177.9% | +35.5% | +142.4% | +135.8% |
| All | +520.9% | +278.3% | +242.6% | +259.4% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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