+17,590.3%
COR vs RRC
+1,054.9%
+16,535.4%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.9% | +1.1% | -1.5% |
| 7D | +0.8% | -10.8% | +11.6% | +1.8% |
| 30D | +5.1% | +22.3% | -17.2% | +3.0% |
| 3M | +2.8% | +26.6% | -23.8% | +0.4% |
| 6M | +32.5% | +18.9% | +13.6% | +30.0% |
| YTD | -0.7% | +39.2% | -39.8% | -4.0% |
| 1Y | -6.7% | +34.0% | -40.7% | -9.6% |
| 3Y | +73.7% | +42.0% | +31.7% | +65.6% |
| 5Y | +177.9% | +111.9% | +66.0% | +149.2% |
| 10Y | +533.8% | +62.8% | +471.0% | +422.5% |
| All | +17,590.3% | +1,054.9% | +16,535.4% | +12,694.2% |
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