+420.1%
CORZ vs UL
+31.4%
+388.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | +8.4% | -1.3% | +9.7% | +7.8% |
| 30D | -17.8% | +0.5% | -18.3% | -17.5% |
| 3M | -35.9% | +17.6% | -53.5% | -31.8% |
| 6M | +12.9% | -5.4% | +18.3% | +12.6% |
| YTD | +22.9% | +0.7% | +22.2% | +25.5% |
| 1Y | +31.4% | -9.3% | +40.6% | +30.1% |
| All | +420.1% | +31.4% | +388.7% | +436.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling