+30.8%
RTX vs COR
+11.7%
+19.1%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | -0.7% |
| 7D | -3.1% | -1.9% | -1.2% | -2.8% |
| 30D | -10.6% | +1.5% | -12.1% | -10.8% |
| 3M | +11.6% | +18.7% | -7.0% | +8.7% |
| 6M | -4.5% | -9.0% | +4.5% | -3.1% |
| YTD | +9.6% | -3.3% | +12.9% | +10.2% |
| 1Y | +30.8% | +9.8% | +21.0% | +31.3% |
| All | +30.8% | +11.7% | +19.1% | +31.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling