+322.1%
CORZ vs URA
+11.7%
+310.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.6% | +2.2% |
| 7D | +23.5% | -1.5% | +25.0% | +24.9% |
| 30D | +7.5% | -10.4% | +17.9% | +18.2% |
| 3M | -26.6% | -29.6% | +3.0% | -3.2% |
| 6M | -39.5% | -40.3% | +0.8% | -10.4% |
| YTD | -0.3% | -25.5% | +25.2% | +23.5% |
| 1Y | -4.2% | -26.4% | +22.2% | +19.7% |
| All | +322.1% | +11.7% | +310.4% | +217.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling