+181.4%
COR vs RL
+226.8%
-45.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.4% | -1.7% |
| 7D | +0.8% | -4.2% | +5.0% | +1.0% |
| 30D | +5.1% | +4.3% | +0.9% | +5.0% |
| 3M | +2.8% | -4.6% | +7.4% | +3.0% |
| 6M | +32.5% | +1.7% | +30.8% | +32.4% |
| YTD | -0.7% | +7.3% | -8.0% | -1.1% |
| 1Y | -6.7% | +20.8% | -27.5% | -7.6% |
| 3Y | +73.7% | +247.0% | -173.2% | +56.4% |
| All | +181.4% | +226.8% | -45.5% | +153.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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