+194.7%
COR vs RVTY
-6.1%
+200.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.6% | 0.0% | +3.5% |
| 7D | +2.3% | +6.0% | -3.7% | +2.1% |
| 30D | +6.8% | +4.3% | +2.5% | +6.5% |
| 3M | +8.1% | +40.2% | -32.1% | +6.4% |
| 6M | +33.0% | +59.3% | -26.3% | +30.1% |
| YTD | +3.0% | +66.5% | -63.5% | +0.4% |
| 1Y | -3.4% | +77.5% | -80.9% | -6.2% |
| 3Y | +80.1% | +92.5% | -12.3% | +69.9% |
| 5Y | +194.7% | -6.8% | +201.5% | +209.1% |
| All | +194.7% | -6.1% | +200.8% | +209.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling