-48.7%
CORZ vs URI
+12.6%
-61.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -7.1% | -3.7% | -5.1% |
| 7D | -21.1% | -12.9% | -8.2% | -11.8% |
| 30D | -31.8% | -3.4% | -28.4% | -28.9% |
| 3M | -47.7% | -10.0% | -37.7% | -42.8% |
| 6M | -48.7% | +12.2% | -60.9% | -50.7% |
| All | -48.7% | +12.6% | -61.3% | -50.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling