+420.1%
CORZ vs UMC
+190.0%
+230.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.6% | -4.6% | -1.9% |
| 7D | +8.4% | +5.0% | +3.4% | +6.1% |
| 30D | -17.8% | +7.7% | -25.5% | -20.5% |
| 3M | -35.9% | +1.7% | -37.6% | -37.6% |
| 6M | +12.9% | +113.9% | -101.0% | -16.9% |
| YTD | +22.9% | +168.9% | -146.0% | -19.1% |
| 1Y | +31.4% | +207.2% | -175.8% | -18.6% |
| All | +420.1% | +190.0% | +230.0% | +218.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling