+263.0%
UMC vs COR
+85.9%
+177.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.4% | +4.4% | +3.9% |
| 7D | +13.6% | -3.9% | +17.5% | +12.6% |
| 30D | +20.8% | -0.3% | +21.1% | +20.8% |
| 3M | +16.1% | +15.9% | +0.3% | +20.2% |
| 6M | +137.3% | -10.3% | +147.6% | +144.0% |
| YTD | +193.8% | -3.7% | +197.5% | +202.5% |
| 1Y | +236.1% | +9.1% | +227.0% | +244.7% |
| All | +263.0% | +85.9% | +177.1% | +299.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling