+1,152.9%
RSP vs COR
+3,679.4%
-2,526.5%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.7% |
| 7D | -0.3% | -1.2% | +0.9% | +0.1% |
| 30D | +4.4% | +7.6% | -3.2% | +1.6% |
| 3M | +1.3% | +5.0% | -3.7% | -0.8% |
| 6M | +10.0% | +35.3% | -25.3% | -2.3% |
| YTD | +17.6% | +4.2% | +13.4% | +13.4% |
| 1Y | +19.2% | -3.4% | +22.7% | +18.3% |
| 3Y | +66.0% | +81.1% | -15.1% | +25.9% |
| 5Y | +50.4% | +195.8% | -145.4% | -7.6% |
| 10Y | +215.7% | +493.6% | -277.9% | +37.6% |
| All | +1,152.9% | +3,679.4% | -2,526.5% | +134.8% |
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