+13.9%
COR vs NOC
-10.0%
+24.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.5% | +0.7% | -1.2% |
| 7D | +2.8% | -5.2% | +7.9% | +4.2% |
| 30D | +4.5% | -7.2% | +11.7% | +6.5% |
| 3M | +22.7% | -5.1% | +27.8% | +24.1% |
| 6M | -9.7% | -31.1% | +21.3% | -2.4% |
| YTD | -1.4% | -8.6% | +7.2% | +3.2% |
| 1Y | +13.9% | -9.7% | +23.7% | +16.0% |
| All | +13.9% | -10.0% | +24.0% | +16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 1y: compounded portfolio wealth divided by compounded NOC 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…
1y analysis · Full analysis span regression · 6 months rolling