+230.8%
CORZ vs URA
+8.7%
+222.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -5.3% | -5.6% | -6.7% |
| 7D | -21.1% | -13.3% | -7.9% | -11.3% |
| 30D | -31.8% | -25.9% | -5.9% | -13.0% |
| 3M | -47.7% | -27.8% | -20.0% | -32.3% |
| 6M | -48.7% | -42.8% | -5.9% | -21.4% |
| YTD | -21.8% | -27.5% | +5.7% | -1.1% |
| 1Y | -47.8% | -35.1% | -12.7% | -28.3% |
| All | +230.8% | +8.7% | +222.1% | +154.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling