+322.1%
CORZ vs USAR
-21.3%
+343.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.8% |
| 7D | +23.5% | -0.8% | +24.3% | +23.5% |
| 30D | +7.5% | -20.9% | +28.4% | +10.4% |
| 3M | -26.6% | -56.2% | +29.6% | -20.0% |
| 6M | -39.5% | -67.9% | +28.4% | -32.7% |
| YTD | -0.3% | -31.4% | +31.2% | +7.2% |
| 1Y | -4.2% | -45.1% | +40.8% | +3.5% |
| All | +322.1% | -21.3% | +343.4% | +291.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 10y: compounded portfolio wealth divided by compounded USAR 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…
10y analysis · Full analysis span regression · 6 months rolling