+79.7%
COR vs RBA
+61.6%
+18.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.3% | 0.0% |
| 7D | +2.9% | -0.5% | +3.4% | +2.9% |
| 30D | +5.8% | +6.8% | -1.0% | +5.4% |
| 3M | +11.4% | +9.5% | +2.0% | +10.7% |
| 6M | +34.5% | -8.2% | +42.7% | +34.4% |
| YTD | +4.1% | -7.7% | +11.8% | +4.0% |
| 1Y | -3.1% | -6.9% | +3.8% | -3.3% |
| All | +79.7% | +61.6% | +18.1% | +70.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling