+323.5%
CORZ vs USAR
-20.3%
+343.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +4.4% | +6.6% | +10.4% |
| 7D | +14.2% | +0.8% | +13.4% | +14.1% |
| 30D | -3.0% | -30.1% | +27.1% | +1.0% |
| 3M | -26.3% | -56.3% | +30.0% | -19.6% |
| 6M | -36.5% | -68.6% | +32.1% | -29.3% |
| YTD | +0.1% | -30.5% | +30.6% | +7.4% |
| 1Y | -15.9% | -53.5% | +37.6% | -9.1% |
| All | +323.5% | -20.3% | +343.8% | +291.8% |
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