+206.1%
COR vs URA
+25.6%
+180.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.6% | +4.6% | +3.0% |
| 7D | +7.8% | -1.5% | +9.4% | +7.9% |
| 30D | +7.0% | -10.4% | +17.4% | +7.3% |
| 3M | +16.3% | -29.6% | +45.9% | +17.2% |
| 6M | +41.3% | -40.3% | +81.6% | +43.3% |
| YTD | +7.1% | -25.5% | +32.6% | +6.8% |
| 1Y | -0.8% | -26.4% | +25.6% | -1.2% |
| 3Y | +85.0% | +31.4% | +53.5% | +70.5% |
| All | +206.1% | +25.6% | +180.5% | +182.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling