+205.5%
COR vs RBA
+45.7%
+159.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.9% | +1.8% | +2.7% |
| 7D | +7.6% | +1.7% | +5.9% | +7.5% |
| 30D | +6.8% | +8.3% | -1.5% | +6.1% |
| 3M | +16.0% | +10.5% | +5.5% | +15.0% |
| 6M | +41.0% | -5.9% | +46.9% | +41.0% |
| YTD | +6.9% | -6.9% | +13.8% | +7.0% |
| 1Y | -1.0% | -4.9% | +3.9% | -1.2% |
| 3Y | +84.6% | +64.5% | +20.2% | +74.1% |
| All | +205.5% | +45.7% | +159.8% | +193.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling