+180.7%
COR vs NTR
+45.0%
+135.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.7% | -0.5% |
| 7D | -4.8% | -2.5% | -2.4% | -4.6% |
| 30D | -3.7% | +17.0% | -20.7% | -5.1% |
| 3M | +14.3% | +22.2% | -7.8% | +12.3% |
| 6M | -8.5% | +5.2% | -13.7% | -9.0% |
| YTD | -4.4% | +29.7% | -34.1% | -6.7% |
| 1Y | +9.1% | +39.4% | -30.3% | +5.8% |
| 3Y | +85.2% | +38.2% | +47.0% | +79.0% |
| 5Y | +180.7% | +47.6% | +133.1% | +150.9% |
| All | +180.7% | +45.0% | +135.7% | +150.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 5y: compounded portfolio wealth divided by compounded NTR 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…
5y analysis · Full analysis span regression · 6 months rolling