+512.3%
COR vs URI
+1,313.6%
-801.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +6.9% | -3.2% | +2.5% |
| 7D | +2.3% | -4.0% | +6.4% | +3.0% |
| 30D | +6.8% | +6.8% | 0.0% | +5.5% |
| 3M | +8.1% | -2.8% | +10.9% | +8.3% |
| 6M | +33.0% | +20.9% | +12.1% | +28.0% |
| YTD | +3.0% | +40.2% | -37.3% | -4.6% |
| 1Y | -3.4% | +34.1% | -37.5% | -9.9% |
| 3Y | +80.1% | +164.1% | -84.0% | +40.6% |
| 5Y | +194.7% | +199.3% | -4.6% | +115.8% |
| 10Y | +512.3% | +1,218.8% | -706.6% | +204.2% |
| All | +512.3% | +1,313.6% | -801.4% | +204.2% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 URI 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