+137.5%
UMC vs COR
+179.1%
-41.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.8% | -2.6% |
| 7D | +11.4% | -4.8% | +16.2% | +11.0% |
| 30D | +16.8% | -3.7% | +20.5% | +16.5% |
| 3M | +19.1% | +14.3% | +4.8% | +19.7% |
| 6M | +137.4% | -8.5% | +145.9% | +142.7% |
| YTD | +186.4% | -4.4% | +190.8% | +190.9% |
| 1Y | +229.1% | +9.1% | +219.9% | +227.2% |
| 3Y | +257.9% | +85.2% | +172.7% | +219.1% |
| 5Y | +137.5% | +180.7% | -43.1% | +101.1% |
| All | +137.5% | +179.1% | -41.5% | +101.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling