+395.2%
COR vs NOC
+192.5%
+202.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -2.8% | +0.8% | -3.6% | -3.1% |
| 30D | +2.6% | -9.7% | +12.3% | +5.9% |
| 3M | +14.5% | -5.6% | +20.1% | +16.3% |
| 6M | -7.8% | -28.6% | +20.8% | +2.3% |
| YTD | -4.2% | -7.9% | +3.7% | -2.4% |
| 1Y | +7.0% | -9.5% | +16.5% | +9.5% |
| 3Y | +85.5% | +28.4% | +57.2% | +64.7% |
| 5Y | +181.2% | +59.0% | +122.3% | +121.2% |
| All | +395.2% | +192.5% | +202.7% | +182.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling