+397.9%
COR vs NSC
+336.2%
+61.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | 0.0% |
| 7D | -3.9% | -2.0% | -1.8% | -3.2% |
| 30D | -0.3% | -3.2% | +2.9% | +0.6% |
| 3M | +15.9% | +3.9% | +11.9% | +14.2% |
| 6M | -10.3% | +7.8% | -18.0% | -12.9% |
| YTD | -3.7% | +13.4% | -17.1% | -8.3% |
| 1Y | +9.1% | +20.3% | -11.2% | +1.6% |
| 3Y | +86.6% | +76.1% | +10.5% | +45.8% |
| 5Y | +180.9% | +45.0% | +135.9% | +131.9% |
| All | +397.9% | +336.2% | +61.7% | +150.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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