+31.4%
CORZ vs UMAC
+164.0%
-132.6%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.1% | +3.0% | +0.6% |
| 7D | +8.4% | -0.9% | +9.3% | +8.6% |
| 30D | -17.8% | -7.7% | -10.2% | -17.6% |
| 3M | -35.9% | -26.4% | -9.5% | -34.5% |
| 6M | +12.9% | +61.9% | -48.9% | -9.2% |
| YTD | +22.9% | +86.5% | -63.6% | -6.5% |
| 1Y | +31.4% | +156.3% | -125.0% | -5.1% |
| All | +31.4% | +164.0% | -132.6% | -5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 UMAC 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