+207.2%
UMC vs COR
+12.8%
+194.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.9% | +6.4% | +3.8% |
| 7D | +5.0% | +2.8% | +2.2% | +6.1% |
| 30D | +7.7% | +4.5% | +3.1% | +9.8% |
| 3M | +1.7% | +22.7% | -21.0% | +9.9% |
| 6M | +113.9% | -9.7% | +123.7% | +125.9% |
| YTD | +168.9% | -1.4% | +170.3% | +186.9% |
| 1Y | +207.2% | +13.9% | +193.3% | +219.1% |
| All | +207.2% | +12.8% | +194.4% | +219.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 COR 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