+6,720.8%
RTX vs COR
+18,334.8%
-11,614.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.7% | -0.1% | +2.7% |
| 7D | -3.2% | +2.3% | -5.5% | -3.8% |
| 30D | +5.6% | +6.8% | -1.2% | +3.9% |
| 3M | -11.7% | +8.1% | -19.8% | -13.5% |
| 6M | +12.3% | +33.0% | -20.7% | +4.6% |
| YTD | +8.2% | +3.0% | +5.2% | +6.3% |
| 1Y | +12.6% | -3.4% | +16.0% | +12.3% |
| 3Y | +152.8% | +80.1% | +72.7% | +115.0% |
| 5Y | +140.2% | +194.7% | -54.5% | +80.8% |
| 10Y | +273.8% | +512.3% | -238.5% | +134.5% |
| All | +6,720.8% | +18,334.8% | -11,614.0% | +2,454.7% |
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