-19.0%
USAR vs COR
+93.0%
-112.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.0% | -1.8% | +1.9% |
| 7D | -0.8% | +7.8% | -8.6% | +1.1% |
| 30D | -20.9% | +7.0% | -27.9% | -19.4% |
| 3M | -56.2% | +16.3% | -72.4% | -54.2% |
| 6M | -67.9% | +41.3% | -109.2% | -64.8% |
| YTD | -31.4% | +7.1% | -38.6% | -26.3% |
| 1Y | -45.1% | -0.8% | -44.2% | -42.0% |
| 3Y | -20.3% | +85.0% | -105.3% | -11.7% |
| All | -19.0% | +93.0% | -112.0% | -10.1% |
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 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