-31.9%
CORZ vs USAR
-55.1%
+23.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -9.6% | +12.8% | +6.7% |
| 7D | -7.8% | -9.1% | +1.3% | -4.7% |
| 30D | -14.8% | -36.9% | +22.1% | +0.2% |
| 3M | -32.5% | -58.4% | +25.9% | -9.1% |
| 6M | -42.7% | -70.6% | +27.9% | -16.1% |
| YTD | -9.8% | -33.4% | +23.6% | -0.5% |
| 1Y | -31.9% | -54.0% | +22.1% | -18.4% |
| All | -31.9% | -55.1% | +23.2% | -18.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling