+195.8%
COR vs RNG
-74.0%
+269.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.4% | -2.1% | +0.3% |
| 7D | -1.2% | -3.5% | +2.3% | -1.2% |
| 30D | +7.6% | -3.8% | +11.4% | +7.6% |
| 3M | +5.0% | +18.6% | -13.6% | +5.2% |
| 6M | +35.3% | +69.2% | -33.9% | +36.0% |
| YTD | +4.2% | +161.9% | -157.7% | +5.8% |
| 1Y | -3.4% | +176.2% | -179.7% | -1.9% |
| 3Y | +81.1% | +174.5% | -93.4% | +84.0% |
| 5Y | +195.8% | -71.9% | +267.7% | +232.1% |
| All | +195.8% | -74.0% | +269.8% | +232.1% |
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