+18,237.3%
COR vs RRC
+1,058.0%
+17,179.4%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.3% | +3.4% | +3.6% |
| 7D | +2.3% | -10.3% | +12.7% | +3.3% |
| 30D | +6.8% | +19.5% | -12.7% | +4.9% |
| 3M | +8.1% | +27.9% | -19.8% | +5.5% |
| 6M | +33.0% | +21.2% | +11.8% | +30.3% |
| YTD | +3.0% | +39.6% | -36.6% | -0.5% |
| 1Y | -3.4% | +31.3% | -34.7% | -6.2% |
| 3Y | +80.1% | +51.9% | +28.2% | +70.7% |
| 5Y | +194.7% | +110.2% | +84.6% | +164.6% |
| 10Y | +512.3% | +56.7% | +455.6% | +406.2% |
| All | +18,237.3% | +1,058.0% | +17,179.4% | +13,159.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling