+7,781.5%
COR vs URI
+7,377.6%
+403.9%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -7.1% | +3.1% | -3.1% |
| 7D | +2.8% | -12.9% | +15.7% | +4.7% |
| 30D | +7.4% | -3.4% | +10.8% | +7.8% |
| 3M | +7.3% | -10.0% | +17.3% | +8.6% |
| 6M | +11.5% | +12.2% | -0.7% | +9.1% |
| YTD | +1.2% | +29.8% | -28.6% | -3.8% |
| 1Y | -3.3% | +24.6% | -27.9% | -7.6% |
| 3Y | +78.5% | +137.6% | -59.1% | +51.8% |
| 5Y | +183.0% | +176.6% | +6.3% | +130.8% |
| 10Y | +545.4% | +1,402.6% | -857.2% | +297.0% |
| All | +7,781.5% | +7,377.6% | +403.9% | +2,823.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling