+512.3%
COR vs RBA
+236.6%
+275.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.4% | +1.3% | +3.3% |
| 7D | +2.3% | +2.5% | -0.2% | +1.9% |
| 30D | +6.8% | +11.6% | -4.8% | +4.8% |
| 3M | +8.1% | +1.5% | +6.6% | +7.7% |
| 6M | +33.0% | -6.6% | +39.6% | +33.6% |
| YTD | +3.0% | -6.3% | +9.2% | +3.1% |
| 1Y | -3.4% | -4.0% | +0.5% | -3.8% |
| 3Y | +80.1% | +47.3% | +32.9% | +62.9% |
| 5Y | +194.7% | +47.7% | +147.1% | +161.7% |
| 10Y | +512.3% | +224.7% | +287.5% | +308.8% |
| All | +512.3% | +236.6% | +275.7% | +308.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 10y: compounded portfolio wealth divided by compounded RBA 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…
10y analysis · Full analysis span regression · 6 months rolling