-3.1%
COR vs URI
+34.6%
-37.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | -0.2% |
| 7D | +2.9% | +9.3% | -6.5% | +3.0% |
| 30D | +5.8% | +7.6% | -1.8% | +6.0% |
| 3M | +11.4% | +1.0% | +10.4% | +11.3% |
| 6M | +34.5% | +19.8% | +14.6% | +35.2% |
| YTD | +4.1% | +41.9% | -37.8% | +4.9% |
| 1Y | -3.1% | +33.4% | -36.5% | -2.1% |
| All | -3.1% | +34.6% | -37.7% | -2.1% |
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