+398.1%
COR vs RRC
+7.9%
+390.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.6% | -1.9% |
| 7D | -1.9% | -1.2% | -0.7% | -1.8% |
| 30D | +1.5% | +9.4% | -7.9% | +0.5% |
| 3M | +18.7% | +7.4% | +11.3% | +17.7% |
| 6M | -9.0% | +1.5% | -10.5% | -9.3% |
| YTD | -3.3% | +19.4% | -22.7% | -5.3% |
| 1Y | +9.8% | +24.2% | -14.4% | +6.8% |
| 3Y | +87.4% | +32.8% | +54.6% | +78.3% |
| 5Y | +180.5% | +152.9% | +27.6% | +138.9% |
| 10Y | +398.1% | +3.9% | +394.3% | +286.1% |
| All | +398.1% | +7.9% | +390.2% | +286.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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