+24.5%
CORZ vs UMAC
+141.5%
-117.0%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -6.4% | +3.0% | -2.1% |
| 7D | +7.6% | +3.3% | +4.3% | +6.9% |
| 30D | -6.9% | -10.4% | +3.4% | -5.9% |
| 3M | -33.0% | +1.8% | -34.8% | -35.3% |
| 6M | +19.3% | +40.7% | -21.4% | -0.5% |
| YTD | +24.2% | +90.9% | -66.7% | -6.2% |
| 1Y | +24.5% | +151.8% | -127.3% | -12.6% |
| All | +24.5% | +141.5% | -117.0% | -12.6% |
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