-41.3%
CORZ vs UMC
+112.5%
-153.8%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | -2.1% | -8.3% | -9.5% |
| 7D | -14.9% | -14.7% | -0.3% | -9.0% |
| 30D | -23.1% | -32.9% | +9.7% | -9.6% |
| 3M | -44.1% | -22.2% | -21.9% | -38.3% |
| 6M | -39.5% | +25.9% | -65.4% | -43.0% |
| YTD | -12.4% | +107.9% | -120.3% | -28.0% |
| 1Y | -41.3% | +115.0% | -156.3% | -53.4% |
| All | -41.3% | +112.5% | -153.8% | -53.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 UMC 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