+352.1%
COR vs NTR
+103.6%
+248.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.5% | -3.4% | -2.2% |
| 7D | -1.9% | +3.8% | -5.7% | -2.6% |
| 30D | +1.5% | +25.2% | -23.7% | -3.0% |
| 3M | +18.7% | +21.0% | -2.3% | +14.1% |
| 6M | -9.0% | +7.6% | -16.6% | -10.7% |
| YTD | -3.3% | +32.9% | -36.2% | -9.3% |
| 1Y | +9.8% | +43.1% | -33.2% | +1.0% |
| 3Y | +87.4% | +41.6% | +45.8% | +70.3% |
| 5Y | +180.5% | +54.8% | +125.7% | +129.1% |
| All | +352.1% | +103.6% | +248.6% | +203.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling