+281.7%
CORZ vs UMC
+110.0%
+171.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.0% | +2.2% | +2.8% |
| 7D | -7.8% | -8.3% | +0.5% | -4.3% |
| 30D | -14.8% | -34.5% | +19.7% | +1.7% |
| 3M | -32.5% | -20.0% | -12.5% | -26.1% |
| 6M | -42.7% | -0.7% | -42.0% | -43.1% |
| YTD | -9.8% | +94.7% | -104.5% | -32.2% |
| 1Y | -31.9% | +106.0% | -137.9% | -50.1% |
| All | +281.7% | +110.0% | +171.7% | +167.0% |
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