+180.7%
COR vs RRX
+14.8%
+165.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | -0.7% |
| 7D | -4.8% | -3.7% | -1.1% | -4.8% |
| 30D | -3.7% | -9.3% | +5.6% | -3.7% |
| 3M | +14.3% | -21.8% | +36.1% | +14.2% |
| 6M | -8.5% | -22.0% | +13.5% | -8.9% |
| YTD | -4.4% | +11.9% | -16.3% | -5.4% |
| 1Y | +9.1% | +11.6% | -2.5% | +7.9% |
| 3Y | +85.2% | +2.2% | +83.0% | +85.0% |
| 5Y | +180.7% | +14.9% | +165.8% | +176.5% |
| All | +180.7% | +14.8% | +165.9% | +176.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling