+11.5%
COR vs URI
+12.6%
-1.1%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -7.1% | +3.1% | -4.6% |
| 7D | +2.8% | -12.9% | +15.7% | +1.5% |
| 30D | +7.4% | -3.4% | +10.8% | +7.2% |
| 3M | +7.3% | -10.0% | +17.3% | +5.9% |
| 6M | +11.5% | +12.2% | -0.7% | +20.7% |
| All | +11.5% | +12.6% | -1.1% | +20.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling