+395.2%
COR vs RRX
+228.4%
+166.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.7% | -3.5% | -0.4% |
| 7D | -2.8% | -0.3% | -2.5% | -2.8% |
| 30D | +2.6% | -6.1% | +8.7% | +3.5% |
| 3M | +14.5% | -23.1% | +37.5% | +17.9% |
| 6M | -7.8% | -19.5% | +11.7% | -6.8% |
| YTD | -4.2% | +16.1% | -20.3% | -9.8% |
| 1Y | +7.0% | +12.9% | -5.9% | +0.8% |
| 3Y | +85.5% | +7.9% | +77.6% | +68.8% |
| 5Y | +181.2% | +19.1% | +162.1% | +136.9% |
| All | +395.2% | +228.4% | +166.8% | +167.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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