+1,842.6%
UMC vs COR
+406.5%
+1,436.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.2% | +2.3% |
| 7D | +9.0% | -2.8% | +11.8% | +9.3% |
| 30D | +17.2% | +2.6% | +14.7% | +16.9% |
| 3M | +11.4% | +14.5% | -3.1% | +9.4% |
| 6M | +137.5% | -7.8% | +145.3% | +139.5% |
| YTD | +193.1% | -4.2% | +197.3% | +193.2% |
| 1Y | +240.3% | +7.0% | +233.3% | +233.6% |
| 3Y | +262.2% | +85.5% | +176.7% | +220.3% |
| 5Y | +143.1% | +181.2% | -38.1% | +98.7% |
| All | +1,842.6% | +406.5% | +1,436.1% | +1,415.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling