+157.0%
RTX vs COR
+86.2%
+70.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.0% | -2.8% | -0.4% |
| 7D | +4.8% | +7.8% | -3.1% | +3.4% |
| 30D | +6.5% | +7.0% | -0.5% | +5.2% |
| 3M | -9.6% | +16.3% | -25.9% | -12.0% |
| 6M | +12.3% | +41.3% | -29.0% | +5.9% |
| YTD | +9.5% | +7.1% | +2.3% | +7.6% |
| 1Y | +15.8% | -0.8% | +16.7% | +15.5% |
| 3Y | +157.0% | +85.0% | +72.0% | +119.5% |
| All | +157.0% | +86.2% | +70.8% | +119.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling