+85.0%
COR vs RRX
+64.5%
+20.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.3% | +5.2% | +2.9% |
| 7D | +7.8% | +4.3% | +3.5% | +8.0% |
| 30D | +7.0% | +12.3% | -5.3% | +7.5% |
| 3M | +16.3% | +3.7% | +12.6% | +16.4% |
| 6M | +41.3% | -13.9% | +55.2% | +40.6% |
| YTD | +7.1% | +26.5% | -19.3% | +7.7% |
| 1Y | -0.8% | +29.3% | -30.1% | -0.2% |
| 3Y | +85.0% | +65.6% | +19.4% | +100.8% |
| All | +85.0% | +64.5% | +20.5% | +100.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling