+444.5%
CORZ vs UMC
+204.7%
+239.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +5.1% | -0.4% | +2.7% |
| 7D | +16.6% | +6.6% | +10.0% | +13.5% |
| 30D | -10.9% | +16.6% | -27.4% | -16.4% |
| 3M | -31.0% | +11.0% | -42.0% | -35.1% |
| 6M | +26.0% | +131.3% | -105.2% | -10.0% |
| YTD | +28.6% | +182.5% | -153.9% | -16.9% |
| 1Y | +34.5% | +222.3% | -187.8% | -18.2% |
| All | +444.5% | +204.7% | +239.8% | +227.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling