+13.9%
COR vs NTRS
+46.5%
-32.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.4% | -1.9% |
| 7D | +2.8% | -0.1% | +2.9% | +2.8% |
| 30D | +4.5% | +1.2% | +3.3% | +4.6% |
| 3M | +22.7% | +8.3% | +14.3% | +22.8% |
| 6M | -9.7% | +30.0% | -39.7% | -10.0% |
| YTD | -1.4% | +38.0% | -39.5% | -1.7% |
| 1Y | +13.9% | +47.4% | -33.5% | +14.4% |
| All | +13.9% | +46.5% | -32.6% | +14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 1y: compounded portfolio wealth divided by compounded NTRS 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…
1y analysis · Full analysis span regression · 6 months rolling