+318.0%
CORZ vs UL
+35.1%
+282.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.7% | -1.1% |
| 7D | +26.4% | -2.5% | +28.8% | +24.8% |
| 30D | -6.8% | +5.7% | -12.5% | -3.5% |
| 3M | -31.1% | +7.0% | -38.1% | -28.2% |
| 6M | -36.9% | +16.1% | -53.0% | -31.9% |
| YTD | -1.2% | +3.6% | -4.8% | +3.4% |
| 1Y | -12.5% | -1.4% | -11.2% | -9.6% |
| All | +318.0% | +35.1% | +282.9% | +342.4% |
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