-17.9%
USAR vs COR
+87.7%
-105.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.3% | +4.0% | +4.4% |
| 7D | +0.8% | -1.2% | +2.0% | +0.4% |
| 30D | -30.1% | +7.6% | -37.7% | -28.5% |
| 3M | -56.3% | +5.0% | -61.3% | -55.7% |
| 6M | -68.6% | +35.3% | -103.9% | -65.8% |
| YTD | -30.5% | +4.2% | -34.8% | -25.8% |
| 1Y | -53.5% | -3.4% | -50.1% | -51.3% |
| 3Y | -19.3% | +81.1% | -100.4% | -11.2% |
| All | -17.9% | +87.7% | -105.7% | -9.6% |
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