+653.2%
COR vs RNG
+327.7%
+325.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.9% | +2.0% | -1.7% |
| 7D | +2.8% | +5.8% | -3.0% | +2.5% |
| 30D | +4.5% | +19.6% | -15.1% | +3.6% |
| 3M | +22.7% | +67.0% | -44.4% | +19.4% |
| 6M | -9.7% | +88.4% | -98.1% | -12.8% |
| YTD | -1.4% | +155.5% | -156.9% | -6.6% |
| 1Y | +13.9% | +141.7% | -127.7% | +8.1% |
| 3Y | +94.0% | +131.1% | -37.1% | +81.6% |
| 5Y | +184.0% | -70.6% | +254.6% | +210.4% |
| 10Y | +406.8% | +228.2% | +178.5% | +298.2% |
| All | +653.2% | +327.7% | +325.4% | +474.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling