-4.2%
CORZ vs UL
-0.1%
-4.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +1.2% |
| 7D | +23.5% | +0.3% | +23.2% | +23.8% |
| 30D | +7.5% | +3.7% | +3.8% | +11.1% |
| 3M | -26.6% | +5.6% | -32.2% | -23.1% |
| 6M | -39.5% | +17.2% | -56.7% | -33.6% |
| YTD | -0.3% | +3.9% | -4.1% | +6.6% |
| 1Y | -4.2% | 0.0% | -4.2% | +1.5% |
| All | -4.2% | -0.1% | -4.1% | +1.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling