+322.1%
CORZ vs UL
+36.6%
+285.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +1.5% |
| 7D | +23.5% | +1.1% | +22.4% | +24.2% |
| 30D | +7.5% | +4.5% | +3.0% | +10.7% |
| 3M | -26.6% | +6.5% | -33.1% | -23.5% |
| 6M | -39.5% | +18.2% | -57.7% | -34.2% |
| YTD | -0.3% | +4.7% | -5.0% | +5.0% |
| 1Y | -4.2% | +0.8% | -5.0% | -0.1% |
| All | +322.1% | +36.6% | +285.5% | +349.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling