+405.0%
COR vs URA
+356.0%
+49.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.8% | -2.6% | -2.0% |
| 7D | +2.8% | +1.1% | +1.7% | +2.6% |
| 30D | +4.5% | +7.4% | -2.9% | +3.6% |
| 3M | +22.7% | -8.4% | +31.1% | +23.5% |
| 6M | -9.7% | -12.7% | +3.0% | -9.2% |
| YTD | -1.4% | +7.8% | -9.2% | -4.4% |
| 1Y | +13.9% | +19.5% | -5.5% | +7.6% |
| 3Y | +94.0% | +116.4% | -22.5% | +58.7% |
| 5Y | +184.0% | +134.3% | +49.7% | +117.4% |
| All | +405.0% | +356.0% | +49.0% | +159.4% |
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