+444.5%
CORZ vs UL
+30.0%
+414.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.0% | +5.7% | +4.3% |
| 7D | +16.6% | -1.3% | +17.9% | +16.0% |
| 30D | -10.9% | +0.9% | -11.8% | -10.3% |
| 3M | -31.0% | +14.2% | -45.2% | -27.3% |
| 6M | +26.0% | -3.2% | +29.2% | +26.5% |
| YTD | +28.6% | -0.3% | +29.0% | +30.8% |
| 1Y | +34.5% | -8.8% | +43.2% | +33.3% |
| All | +444.5% | +30.0% | +414.4% | +460.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 10y: compounded portfolio wealth divided by compounded UL 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…
10y analysis · Full analysis span regression · 6 months rolling