+269.8%
CORZ vs UMC
+107.9%
+161.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +7.5% | +0.7% | +4.9% |
| 7D | +1.7% | -9.2% | +10.9% | +6.0% |
| 30D | -17.5% | -35.1% | +17.7% | -1.1% |
| 3M | -39.5% | -20.5% | -19.0% | -33.6% |
| 6M | -44.5% | -1.7% | -42.8% | -44.6% |
| YTD | -12.6% | +92.8% | -105.4% | -34.0% |
| 1Y | -37.0% | +104.5% | -141.5% | -53.7% |
| All | +269.8% | +107.9% | +161.8% | +159.8% |
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 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