-0.8%
COR vs URA
-29.3%
+28.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.6% | +4.6% | +2.8% |
| 7D | +7.8% | -1.5% | +9.4% | +7.7% |
| 30D | +7.0% | -10.4% | +17.4% | +6.0% |
| 3M | +16.3% | -29.6% | +45.9% | +12.9% |
| 6M | +41.3% | -40.3% | +81.6% | +36.6% |
| YTD | +7.1% | -25.5% | +32.6% | +3.8% |
| 1Y | -0.8% | -26.4% | +25.6% | -4.0% |
| All | -0.8% | -29.3% | +28.5% | -4.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling