+85.0%
COR vs RRC
+60.0%
+25.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.7% | +2.2% | +2.9% |
| 7D | +7.8% | +6.4% | +1.5% | +7.6% |
| 30D | +7.0% | +23.9% | -16.9% | +6.0% |
| 3M | +16.3% | +30.2% | -13.9% | +14.9% |
| 6M | +41.3% | +26.3% | +15.0% | +39.7% |
| YTD | +7.1% | +48.1% | -40.9% | +5.9% |
| 1Y | -0.8% | +37.7% | -38.5% | -1.9% |
| 3Y | +85.0% | +60.3% | +24.7% | +86.5% |
| All | +85.0% | +60.0% | +25.0% | +86.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling