-41.3%
CORZ vs URA
-32.2%
-9.1%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | -1.1% | -9.3% | -9.5% |
| 7D | -14.9% | -10.5% | -4.4% | -6.1% |
| 30D | -23.1% | -18.6% | -4.5% | -7.7% |
| 3M | -44.1% | -23.0% | -21.0% | -30.1% |
| 6M | -39.5% | -40.3% | +0.8% | -9.0% |
| YTD | -12.4% | -23.5% | +11.1% | -0.7% |
| 1Y | -41.3% | -31.1% | -10.2% | -28.2% |
| All | -41.3% | -32.2% | -9.1% | -28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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