+180.5%
COR vs RNG
-70.8%
+251.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.4% | +2.5% | -1.9% |
| 7D | -1.9% | -0.8% | -1.1% | -1.9% |
| 30D | +1.5% | +11.4% | -9.9% | +1.6% |
| 3M | +18.7% | +72.1% | -53.4% | +19.2% |
| 6M | -9.0% | +67.9% | -77.0% | -8.5% |
| YTD | -3.3% | +144.3% | -147.6% | -2.1% |
| 1Y | +9.8% | +117.5% | -107.7% | +11.1% |
| 3Y | +87.4% | +123.9% | -36.5% | +89.9% |
| 5Y | +180.5% | -70.1% | +250.6% | +203.2% |
| All | +180.5% | -70.8% | +251.3% | +203.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling