-15.9%
CORZ vs USAR
-52.4%
+36.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +4.4% | +6.6% | +9.3% |
| 7D | +14.2% | +0.8% | +13.4% | +13.6% |
| 30D | -3.0% | -30.1% | +27.1% | +10.2% |
| 3M | -26.3% | -56.3% | +30.0% | -2.2% |
| 6M | -36.5% | -68.6% | +32.1% | -8.7% |
| YTD | +0.1% | -30.5% | +30.6% | +8.2% |
| 1Y | -15.9% | -53.5% | +37.6% | +0.3% |
| All | -15.9% | -52.4% | +36.6% | +0.3% |
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