+6,898.5%
COR vs RBA
+3,565.6%
+3,333.0%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.2% | -1.9% |
| 7D | +2.8% | -2.9% | +5.7% | +3.2% |
| 30D | +4.5% | -12.3% | +16.8% | +6.5% |
| 3M | +22.7% | -20.5% | +43.2% | +26.4% |
| 6M | -9.7% | -18.5% | +8.8% | -7.4% |
| YTD | -1.4% | -18.2% | +16.8% | +0.8% |
| 1Y | +13.9% | -27.5% | +41.4% | +18.6% |
| 3Y | +94.0% | +38.1% | +55.9% | +80.3% |
| 5Y | +184.0% | +44.8% | +139.2% | +157.6% |
| 10Y | +406.8% | +187.1% | +219.6% | +299.8% |
| All | +6,898.5% | +3,565.6% | +3,333.0% | +3,687.6% |
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