-0.8%
COR vs URI
+31.9%
-32.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.3% | +4.2% | +2.9% |
| 7D | +7.8% | +6.7% | +1.1% | +7.9% |
| 30D | +7.0% | +8.9% | -1.9% | +7.2% |
| 3M | +16.3% | +0.5% | +15.7% | +16.2% |
| 6M | +41.3% | +20.7% | +20.6% | +42.1% |
| YTD | +7.1% | +40.0% | -32.9% | +7.8% |
| 1Y | -0.8% | +34.4% | -35.2% | 0.0% |
| All | -0.8% | +31.9% | -32.8% | 0.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling