+85.0%
COR vs RVTY
+85.4%
-0.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.7% | +4.6% | +2.9% |
| 7D | +7.8% | -0.5% | +8.3% | +7.8% |
| 30D | +7.0% | +1.5% | +5.5% | +7.1% |
| 3M | +16.3% | +31.5% | -15.2% | +17.0% |
| 6M | +41.3% | +62.7% | -21.4% | +43.0% |
| YTD | +7.1% | +60.0% | -52.8% | +8.7% |
| 1Y | -0.8% | +65.7% | -66.5% | +0.7% |
| 3Y | +85.0% | +85.2% | -0.2% | +97.9% |
| All | +85.0% | +85.4% | -0.4% | +97.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 3y: compounded portfolio wealth divided by compounded RVTY 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…
3y analysis · Full analysis span regression · 6 months rolling