+180.9%
COR vs NI
+95.2%
+85.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.2% |
| 7D | -3.9% | +1.3% | -5.1% | -4.3% |
| 30D | -0.3% | -0.3% | -0.1% | -0.3% |
| 3M | +15.9% | -9.5% | +25.3% | +19.4% |
| 6M | -10.3% | -10.2% | 0.0% | -7.2% |
| YTD | -3.7% | +1.8% | -5.5% | -4.2% |
| 1Y | +9.1% | +5.7% | +3.4% | +7.3% |
| 3Y | +86.6% | +69.6% | +16.9% | +59.0% |
| 5Y | +180.9% | +95.8% | +85.1% | +118.6% |
| All | +180.9% | +95.2% | +85.8% | +118.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 5y: compounded portfolio wealth divided by compounded NI 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…
5y analysis · Full analysis span regression · 6 months rolling