+492.2%
COR vs NOC
+160.0%
+332.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.2% | +2.7% | +2.9% |
| 7D | +7.8% | +4.8% | +3.0% | +6.3% |
| 30D | +7.0% | +11.0% | -4.0% | +3.3% |
| 3M | +16.3% | -3.8% | +20.1% | +17.3% |
| 6M | +41.3% | +0.6% | +40.6% | +40.3% |
| YTD | +7.1% | -2.3% | +9.4% | +6.9% |
| 1Y | -0.8% | +0.3% | -1.1% | -1.9% |
| 3Y | +85.0% | +24.6% | +60.4% | +67.1% |
| 5Y | +203.9% | +66.0% | +137.9% | +137.7% |
| All | +492.2% | +160.0% | +332.1% | +293.1% |
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