+6,209.0%
COR vs RSG
+2,310.6%
+3,898.3%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | 0.0% | +3.0% | +3.0% |
| 7D | +7.8% | +2.5% | +5.4% | +7.2% |
| 30D | +7.0% | +12.7% | -5.7% | +3.7% |
| 3M | +16.3% | +17.9% | -1.7% | +11.4% |
| 6M | +41.3% | +25.0% | +16.3% | +33.4% |
| YTD | +7.1% | +20.8% | -13.7% | +2.0% |
| 1Y | -0.8% | +24.3% | -25.1% | -6.3% |
| 3Y | +85.0% | +65.3% | +19.7% | +62.6% |
| 5Y | +203.9% | +99.1% | +104.8% | +154.2% |
| 10Y | +510.3% | +452.4% | +57.9% | +310.0% |
| All | +6,209.0% | +2,310.6% | +3,898.3% | +3,581.3% |
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