+38.2%
RIG vs COR
-0.1%
+38.3%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.0% | +1.2% | +4.2% |
| 7D | +5.7% | +7.8% | -2.1% | +6.1% |
| 30D | -0.7% | +7.0% | -7.7% | -0.3% |
| 3M | -3.1% | +16.3% | -19.4% | -2.8% |
| 6M | -16.3% | +41.3% | -57.6% | -15.7% |
| YTD | +34.1% | +7.1% | +27.0% | +33.9% |
| 1Y | +38.2% | -0.8% | +39.0% | +35.3% |
| All | +38.2% | -0.1% | +38.3% | +35.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 1y: compounded portfolio wealth divided by compounded COR 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…
1y analysis · Full analysis span regression · 6 months rolling