+17,451.9%
COR vs NI
+2,347.5%
+15,104.4%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.2% | -1.6% |
| 7D | +2.8% | +2.0% | +0.7% | +2.1% |
| 30D | +4.5% | -3.5% | +8.1% | +5.7% |
| 3M | +22.7% | -9.1% | +31.8% | +26.3% |
| 6M | -9.7% | -11.8% | +2.1% | -6.0% |
| YTD | -1.4% | +1.1% | -2.5% | -1.9% |
| 1Y | +13.9% | +6.7% | +7.2% | +11.3% |
| 3Y | +94.0% | +71.1% | +22.9% | +60.8% |
| 5Y | +184.0% | +94.3% | +89.7% | +123.8% |
| 10Y | +406.8% | +135.8% | +271.0% | +267.2% |
| All | +17,451.9% | +2,347.5% | +15,104.4% | +5,397.9% |
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