+7,578.9%
COR vs URI
+7,134.6%
+444.4%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.6% | -3.5% | -2.1% |
| 7D | +2.8% | -2.0% | +4.7% | +3.0% |
| 30D | +4.5% | -12.9% | +17.5% | +6.4% |
| 3M | +22.7% | -6.7% | +29.4% | +23.5% |
| 6M | -9.7% | +19.0% | -28.7% | -12.6% |
| YTD | -1.4% | +25.5% | -27.0% | -5.7% |
| 1Y | +13.9% | +5.5% | +8.4% | +11.4% |
| 3Y | +94.0% | +111.3% | -17.3% | +67.8% |
| 5Y | +184.0% | +198.6% | -14.5% | +129.2% |
| 10Y | +406.8% | +1,179.9% | -773.2% | +218.2% |
| All | +7,578.9% | +7,134.6% | +444.4% | +2,765.8% |
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