+394.2%
COR vs RNG
+223.4%
+170.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.1% | -0.7% |
| 7D | -4.8% | -9.6% | +4.8% | -4.4% |
| 30D | -3.7% | +8.8% | -12.5% | -4.0% |
| 3M | +14.3% | +78.6% | -64.3% | +11.5% |
| 6M | -8.5% | +70.3% | -78.8% | -10.8% |
| YTD | -4.4% | +140.3% | -144.7% | -8.4% |
| 1Y | +9.1% | +126.6% | -117.5% | +4.7% |
| 3Y | +85.2% | +120.2% | -35.0% | +75.5% |
| 5Y | +180.7% | -68.3% | +249.0% | +209.2% |
| All | +394.2% | +223.4% | +170.8% | +235.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 10y: compounded portfolio wealth divided by compounded RNG 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…
10y analysis · Full analysis span regression · 6 months rolling