+268.7%
RTX vs COR
+505.6%
-237.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.9% | +1.2% | +1.7% |
| 7D | -1.7% | +2.4% | -4.2% | -2.6% |
| 30D | +7.7% | +7.7% | 0.0% | +4.8% |
| 3M | -10.3% | +7.5% | -17.8% | -12.9% |
| 6M | +14.6% | +34.1% | -19.5% | +2.6% |
| YTD | +10.4% | +3.9% | +6.5% | +7.1% |
| 1Y | +13.5% | -3.6% | +17.2% | +13.3% |
| 3Y | +158.6% | +80.5% | +78.1% | +97.6% |
| 5Y | +147.3% | +194.9% | -47.6% | +52.5% |
| 10Y | +268.7% | +486.6% | -218.0% | +80.3% |
| All | +268.7% | +505.6% | -237.0% | +80.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling