+420.1%
CORZ vs URA
+61.6%
+358.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.8% | -0.6% |
| 7D | +8.4% | +1.1% | +7.3% | +7.5% |
| 30D | -17.8% | +7.4% | -25.2% | -22.3% |
| 3M | -35.9% | -8.4% | -27.5% | -31.8% |
| 6M | +12.9% | -12.7% | +25.7% | +22.5% |
| YTD | +22.9% | +7.8% | +15.1% | +13.6% |
| 1Y | +31.4% | +19.5% | +11.9% | +8.6% |
| All | +420.1% | +61.6% | +358.5% | +192.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling