+18,977.1%
COR vs NI
+2,641.4%
+16,335.7%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.5% | +2.4% | +2.8% |
| 7D | +7.8% | +4.3% | +3.5% | +6.4% |
| 30D | +7.0% | +12.4% | -5.4% | +3.0% |
| 3M | +16.3% | +10.2% | +6.1% | +12.6% |
| 6M | +41.3% | -0.8% | +42.1% | +41.4% |
| YTD | +7.1% | +13.2% | -6.1% | +2.7% |
| 1Y | -0.8% | +10.1% | -10.9% | -4.0% |
| 3Y | +85.0% | +103.1% | -18.1% | +45.3% |
| 5Y | +203.9% | +115.5% | +88.3% | +131.6% |
| 10Y | +510.3% | +195.5% | +314.8% | +313.1% |
| All | +18,977.1% | +2,641.4% | +16,335.7% | +5,658.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling