+1,420.6%
COR vs URA
-31.1%
+1,451.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.4% |
| 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% | -4.6% |
| 1Y | +13.9% | +19.5% | -5.5% | +7.2% |
| 3Y | +94.0% | +116.4% | -22.5% | +58.6% |
| 5Y | +184.0% | +134.3% | +49.7% | +119.4% |
| 10Y | +406.8% | +359.3% | +47.5% | +215.3% |
| All | +1,420.6% | -31.1% | +1,451.7% | +1,181.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling