+22.7%
USB vs COR
+185.3%
-162.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.0% | +1.9% | -1.5% |
| 7D | -1.5% | +2.8% | -4.2% | -1.8% |
| 30D | +4.3% | +7.4% | -3.1% | +3.2% |
| 3M | -6.1% | +7.3% | -13.4% | -7.1% |
| 6M | +9.4% | +11.5% | -2.1% | +7.0% |
| YTD | +15.2% | +1.2% | +14.0% | +14.0% |
| 1Y | +32.8% | -3.3% | +36.1% | +32.4% |
| 3Y | +91.3% | +78.5% | +12.8% | +56.0% |
| 5Y | +22.7% | +183.0% | -160.3% | -25.4% |
| All | +22.7% | +185.3% | -162.6% | -25.4% |
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 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