-4.2%
CORZ vs URA
-29.3%
+25.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.6% | +2.4% |
| 7D | +23.5% | -1.5% | +25.0% | +25.0% |
| 30D | +7.5% | -10.4% | +17.9% | +19.2% |
| 3M | -26.6% | -29.6% | +3.0% | -1.2% |
| 6M | -39.5% | -40.3% | +0.8% | -9.2% |
| YTD | -0.3% | -25.5% | +25.2% | +16.7% |
| 1Y | -4.2% | -26.4% | +22.2% | +12.9% |
| All | -4.2% | -29.3% | +25.1% | +12.9% |
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