-29.7%
RIG vs COR
+85.9%
-115.6%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.4% | -0.9% |
| 7D | -8.2% | -3.9% | -4.3% | -8.7% |
| 30D | -0.2% | -0.3% | +0.1% | -0.1% |
| 3M | -2.7% | +15.9% | -18.6% | -0.2% |
| 6M | -7.5% | -10.3% | +2.8% | -10.5% |
| YTD | +38.3% | -3.7% | +42.0% | +37.2% |
| 1Y | +81.8% | +9.1% | +72.8% | +88.0% |
| All | -29.7% | +85.9% | -115.6% | -30.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling