-31.9%
CORZ vs UL
-0.7%
-31.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.2% | +3.4% | +3.1% |
| 7D | -7.8% | +2.6% | -10.4% | -5.8% |
| 30D | -14.8% | +6.8% | -21.6% | -10.6% |
| 3M | -32.5% | +5.7% | -38.2% | -29.2% |
| 6M | -42.7% | +15.9% | -58.6% | -37.3% |
| YTD | -9.8% | +4.3% | -14.1% | -3.9% |
| 1Y | -31.9% | -0.4% | -31.5% | -28.5% |
| All | -31.9% | -0.7% | -31.2% | -28.5% |
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