+425.9%
CORZ vs UMC
+216.8%
+209.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +4.0% | -7.4% | -5.0% |
| 7D | +7.6% | +13.6% | -6.0% | +2.2% |
| 30D | -6.9% | +20.8% | -27.7% | -14.0% |
| 3M | -33.0% | +16.1% | -49.2% | -38.2% |
| 6M | +19.3% | +137.3% | -118.0% | -15.7% |
| YTD | +24.2% | +193.8% | -169.5% | -21.0% |
| 1Y | +24.5% | +236.1% | -211.6% | -25.6% |
| All | +425.9% | +216.8% | +209.0% | +211.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling