+240.3%
UMC vs COR
+9.0%
+231.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.2% | +2.4% |
| 7D | +9.0% | -2.8% | +11.8% | +7.8% |
| 30D | +17.2% | +2.6% | +14.7% | +18.5% |
| 3M | +11.4% | +14.5% | -3.1% | +18.0% |
| 6M | +137.5% | -7.8% | +145.3% | +148.6% |
| YTD | +193.1% | -4.2% | +197.3% | +209.4% |
| 1Y | +240.3% | +7.0% | +233.3% | +251.3% |
| All | +240.3% | +9.0% | +231.3% | +251.3% |
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