+17,451.9%
COR vs RRC
+893.2%
+16,558.7%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.8% |
| 7D | +2.8% | +1.3% | +1.5% | +2.7% |
| 30D | +4.5% | +10.1% | -5.6% | +3.6% |
| 3M | +22.7% | +4.0% | +18.7% | +22.1% |
| 6M | -9.7% | +1.6% | -11.3% | -9.9% |
| YTD | -1.4% | +19.7% | -21.1% | -3.2% |
| 1Y | +13.9% | +21.4% | -7.5% | +11.5% |
| 3Y | +94.0% | +29.7% | +64.3% | +86.7% |
| 5Y | +184.0% | +153.9% | +30.1% | +150.6% |
| 10Y | +406.8% | +10.8% | +395.9% | +332.4% |
| All | +17,451.9% | +893.2% | +16,558.7% | +12,800.0% |
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