+6,953.7%
COR vs RBA
+4,003.4%
+2,950.3%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.5% | -1.6% |
| 7D | +0.8% | +4.3% | -3.4% | +0.2% |
| 30D | +5.1% | +16.3% | -11.2% | +2.7% |
| 3M | +2.8% | +1.3% | +1.5% | +2.5% |
| 6M | +32.5% | -11.1% | +43.6% | +34.1% |
| YTD | -0.7% | -8.5% | +7.8% | -0.2% |
| 1Y | -6.7% | -2.1% | -4.6% | -7.3% |
| 3Y | +73.7% | +44.6% | +29.2% | +60.5% |
| 5Y | +177.9% | +36.8% | +141.0% | +155.0% |
| 10Y | +533.8% | +227.3% | +306.4% | +390.2% |
| All | +6,953.7% | +4,003.4% | +2,950.3% | +3,650.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling