+2,807.4%
COR vs NDAQ
+2,593.6%
+213.8%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.1% | -1.9% |
| 7D | +0.8% | +0.8% | 0.0% | +0.7% |
| 30D | +5.1% | +16.5% | -11.4% | +2.2% |
| 3M | +2.8% | +13.5% | -10.7% | +0.4% |
| 6M | +32.5% | +20.9% | +11.6% | +27.7% |
| YTD | -0.7% | +11.4% | -12.1% | -3.2% |
| 1Y | -6.7% | +25.9% | -32.6% | -11.1% |
| 3Y | +73.7% | +119.9% | -46.1% | +48.2% |
| 5Y | +177.9% | +61.7% | +116.1% | +148.4% |
| 10Y | +533.8% | +481.6% | +52.2% | +355.0% |
| All | +2,807.4% | +2,593.6% | +213.8% | +1,406.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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