-13.0%
USAR vs COR
+85.5%
-98.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +3.7% | +2.8% | +7.5% |
| 7D | -1.1% | +2.3% | -3.4% | -0.4% |
| 30D | -30.3% | +6.8% | -37.0% | -28.9% |
| 3M | -54.7% | +8.1% | -62.8% | -53.6% |
| 6M | -67.5% | +33.0% | -100.5% | -64.8% |
| YTD | -26.4% | +3.0% | -29.4% | -21.7% |
| 1Y | -49.5% | -3.4% | -46.1% | -47.1% |
| 3Y | -14.5% | +80.1% | -94.6% | -6.2% |
| All | -13.0% | +85.5% | -98.5% | -4.5% |
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