+3,528.9%
USB vs COR
+17,545.2%
-14,016.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | +0.2% |
| 7D | +1.4% | +2.8% | -1.3% | +0.8% |
| 30D | -1.3% | +4.5% | -5.8% | -2.5% |
| 3M | +15.2% | +22.7% | -7.4% | +9.4% |
| 6M | +18.8% | -9.7% | +28.6% | +20.8% |
| YTD | +21.0% | -1.4% | +22.4% | +20.0% |
| 1Y | +34.0% | +13.9% | +20.1% | +27.8% |
| 3Y | +95.3% | +94.0% | +1.4% | +60.7% |
| 5Y | +40.4% | +184.0% | -143.6% | +4.4% |
| 10Y | +107.3% | +406.8% | -299.4% | +31.6% |
| All | +3,528.9% | +17,545.2% | -14,016.3% | +1,135.8% |
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