+5,594.8%
COR vs RSG
+2,005.0%
+3,589.8%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.8% |
| 7D | -1.9% | -0.7% | -1.2% | -1.7% |
| 30D | +1.5% | +3.3% | -1.8% | +0.7% |
| 3M | +18.7% | +8.5% | +10.2% | +16.3% |
| 6M | -9.0% | -3.5% | -5.5% | -8.2% |
| YTD | -3.3% | +5.5% | -8.8% | -4.6% |
| 1Y | +9.8% | -1.7% | +11.6% | +10.2% |
| 3Y | +87.4% | +56.9% | +30.5% | +67.1% |
| 5Y | +180.5% | +89.4% | +91.1% | +138.1% |
| 10Y | +398.1% | +412.5% | -14.4% | +242.5% |
| All | +5,594.8% | +2,005.0% | +3,589.8% | +3,342.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling