+87.4%
COR vs NOC
+26.5%
+60.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.7% | -2.6% | -2.0% |
| 7D | -1.9% | -2.7% | +0.8% | -1.4% |
| 30D | +1.5% | -8.9% | +10.4% | +3.3% |
| 3M | +18.7% | -3.7% | +22.4% | +19.4% |
| 6M | -9.0% | -30.8% | +21.8% | -3.5% |
| YTD | -3.3% | -7.9% | +4.7% | -1.5% |
| 1Y | +9.8% | -9.4% | +19.3% | +12.0% |
| 3Y | +87.4% | +29.0% | +58.4% | +84.3% |
| All | +87.4% | +26.5% | +60.8% | +84.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling