+241.9%
CORZ vs USAR
-20.7%
+262.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +10.8% | -7.5% | +2.1% |
| 7D | -11.2% | -14.5% | +3.3% | -9.6% |
| 30D | -26.2% | -37.8% | +11.6% | -22.2% |
| 3M | -44.1% | -52.8% | +8.6% | -39.6% |
| 6M | -52.3% | -71.2% | +19.0% | -46.5% |
| YTD | -19.2% | -30.9% | +11.7% | -13.2% |
| 1Y | -42.9% | -48.0% | +5.1% | -38.3% |
| All | +241.9% | -20.7% | +262.5% | +216.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling