+18,455.8%
COR vs NOC
+4,609.4%
+13,846.4%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.2% |
| 7D | -1.2% | +4.9% | -6.0% | -2.6% |
| 30D | +7.6% | +13.6% | -6.0% | +3.2% |
| 3M | +5.0% | -3.9% | +8.9% | +5.9% |
| 6M | +35.3% | +1.4% | +33.9% | +34.0% |
| YTD | +4.2% | -2.2% | +6.4% | +3.9% |
| 1Y | -3.4% | -1.2% | -2.2% | -4.0% |
| 3Y | +81.1% | +25.0% | +56.1% | +64.1% |
| 5Y | +195.8% | +66.0% | +129.8% | +138.6% |
| 10Y | +493.6% | +161.4% | +332.2% | +303.0% |
| All | +18,455.8% | +4,609.4% | +13,846.4% | +5,551.7% |
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