+59.9%
RIG vs COR
+180.2%
-120.3%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.4% | -0.8% |
| 7D | -8.2% | -3.9% | -4.3% | -7.7% |
| 30D | -0.2% | -0.3% | +0.1% | -0.1% |
| 3M | -2.7% | +15.9% | -18.6% | -4.9% |
| 6M | -7.5% | -10.3% | +2.8% | -6.2% |
| YTD | +38.3% | -3.7% | +42.0% | +38.1% |
| 1Y | +81.8% | +9.1% | +72.8% | +76.6% |
| 3Y | -30.2% | +86.6% | -116.8% | -50.5% |
| 5Y | +59.9% | +180.9% | -121.0% | -19.1% |
| All | +59.9% | +180.2% | -120.3% | -19.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling