+395.2%
COR vs RSG
+428.9%
-33.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | -0.2% |
| 7D | -2.8% | 0.0% | -2.8% | -2.8% |
| 30D | +2.6% | +4.0% | -1.4% | +0.3% |
| 3M | +14.5% | +7.4% | +7.1% | +9.9% |
| 6M | -7.8% | +0.1% | -7.9% | -8.0% |
| YTD | -4.2% | +6.0% | -10.2% | -7.6% |
| 1Y | +7.0% | -3.0% | +10.0% | +8.2% |
| 3Y | +85.5% | +56.5% | +29.0% | +40.3% |
| 5Y | +181.2% | +90.9% | +90.3% | +84.4% |
| All | +395.2% | +428.9% | -33.8% | +145.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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