+74.9%
USAR vs COR
+77.6%
-2.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | -1.0% |
| 7D | -2.1% | +2.8% | -4.9% | -1.3% |
| 30D | +2.6% | +4.5% | -1.9% | +4.0% |
| 3M | -35.0% | +22.7% | -57.7% | -31.1% |
| 6M | -6.9% | -9.7% | +2.9% | -4.6% |
| YTD | +48.0% | -1.4% | +49.4% | +55.4% |
| 1Y | +24.8% | +13.9% | +10.9% | +34.9% |
| 3Y | +73.2% | +94.0% | -20.7% | +87.8% |
| All | +74.9% | +77.6% | -2.7% | +89.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling