+8.6%
CORZ vs UMC
+227.6%
-219.0%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.5% | -1.5% | -3.0% |
| 7D | -3.0% | +11.4% | -14.3% | -7.0% |
| 30D | -12.1% | +16.8% | -28.9% | -17.5% |
| 3M | -32.4% | +19.1% | -51.5% | -37.8% |
| 6M | +12.4% | +137.4% | -125.1% | -15.9% |
| YTD | +19.3% | +186.4% | -167.1% | -15.9% |
| 1Y | +8.6% | +229.1% | -220.5% | -29.8% |
| All | +8.6% | +227.6% | -219.0% | -29.8% |
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