+230.8%
CORZ vs URI
+82.1%
+148.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -7.1% | -3.7% | -6.8% |
| 7D | -21.1% | -12.9% | -8.2% | -14.4% |
| 30D | -31.8% | -3.4% | -28.4% | -29.9% |
| 3M | -47.7% | -10.0% | -37.7% | -44.3% |
| 6M | -48.7% | +12.2% | -60.9% | -51.4% |
| YTD | -21.8% | +29.8% | -51.6% | -34.3% |
| 1Y | -47.8% | +24.6% | -72.4% | -54.9% |
| All | +230.8% | +82.1% | +148.7% | +165.4% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 URI 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