+41.3%
COR vs RNG
+82.5%
-41.2%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.7% | +3.6% | +3.0% |
| 7D | +7.8% | +4.6% | +3.2% | +7.6% |
| 30D | +7.0% | +0.4% | +6.6% | +6.8% |
| 3M | +16.3% | +11.4% | +4.8% | +15.5% |
| 6M | +41.3% | +95.7% | -54.4% | +37.5% |
| All | +41.3% | +82.5% | -41.2% | +37.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling