+275.2%
RTX vs COR
+397.4%
-122.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | -0.3% |
| 7D | -3.1% | -1.9% | -1.2% | -2.5% |
| 30D | -10.6% | +1.5% | -12.1% | -11.2% |
| 3M | +11.6% | +18.7% | -7.0% | +5.0% |
| 6M | -4.5% | -9.0% | +4.5% | -2.4% |
| YTD | +9.6% | -3.3% | +12.9% | +9.2% |
| 1Y | +30.8% | +9.8% | +21.0% | +24.1% |
| 3Y | +152.8% | +87.4% | +65.5% | +93.0% |
| 5Y | +167.1% | +180.5% | -13.4% | +72.8% |
| 10Y | +275.2% | +398.1% | -123.0% | +108.6% |
| All | +275.2% | +397.4% | -122.2% | +108.6% |
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