+12.5%
USB vs COR
+17.6%
-5.1%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.0% | -2.1% | +1.6% |
| 7D | +2.4% | +9.1% | -6.7% | +1.8% |
| 30D | +6.6% | +12.4% | -5.8% | +5.8% |
| 3M | -4.1% | +15.8% | -19.9% | -4.9% |
| 6M | +12.5% | +17.1% | -4.6% | +10.3% |
| All | +12.5% | +17.6% | -5.1% | +10.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling