+18,393.8%
COR vs NOC
+4,589.4%
+13,804.4%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.8% | -0.9% | +0.3% |
| 7D | +2.4% | -0.3% | +2.7% | +2.4% |
| 30D | +7.7% | +14.1% | -6.4% | +3.1% |
| 3M | +7.5% | -4.6% | +12.1% | +8.7% |
| 6M | +34.1% | +0.7% | +33.4% | +33.2% |
| YTD | +3.9% | -2.6% | +6.5% | +3.7% |
| 1Y | -3.6% | -1.0% | -2.7% | -4.3% |
| 3Y | +80.5% | +24.5% | +56.0% | +63.8% |
| 5Y | +194.9% | +64.3% | +130.5% | +138.6% |
| 10Y | +486.6% | +162.8% | +323.8% | +297.6% |
| All | +18,393.8% | +4,589.4% | +13,804.4% | +5,540.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling