-45.1%
RIG vs COR
+17,545.2%
-17,590.3%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.9% | -1.0% | -2.3% |
| 7D | +0.9% | +2.8% | -1.9% | +0.2% |
| 30D | +13.8% | +4.5% | +9.3% | +12.4% |
| 3M | -6.4% | +22.7% | -29.1% | -11.5% |
| 6M | -8.2% | -9.7% | +1.6% | -6.5% |
| YTD | +41.6% | -1.4% | +43.1% | +40.2% |
| 1Y | +88.7% | +13.9% | +74.8% | +79.5% |
| 3Y | -30.9% | +94.0% | -124.8% | -44.5% |
| 5Y | +57.7% | +184.0% | -126.3% | +13.9% |
| 10Y | -39.3% | +406.8% | -446.0% | -61.9% |
| All | -45.1% | +17,545.2% | -17,590.3% | -77.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling