+17,451.9%
COR vs RRX
+1,648.1%
+15,803.8%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.0% | -1.9% |
| 7D | +2.8% | +3.4% | -0.7% | +2.1% |
| 30D | +4.5% | -11.1% | +15.7% | +6.8% |
| 3M | +22.7% | -23.7% | +46.4% | +27.4% |
| 6M | -9.7% | -22.0% | +12.3% | -7.7% |
| YTD | -1.4% | +16.5% | -17.9% | -7.3% |
| 1Y | +13.9% | +11.5% | +2.4% | +7.5% |
| 3Y | +94.0% | +1.5% | +92.4% | +78.1% |
| 5Y | +184.0% | +18.3% | +165.8% | +144.6% |
| 10Y | +406.8% | +209.8% | +197.0% | +238.0% |
| All | +17,451.9% | +1,648.1% | +15,803.8% | +7,964.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling