+179.3%
COR vs NTRS
+93.2%
+86.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | +0.1% |
| 7D | -2.8% | +1.4% | -4.2% | -2.9% |
| 30D | +2.6% | -0.7% | +3.2% | +2.6% |
| 3M | +14.5% | +11.3% | +3.1% | +13.3% |
| 6M | -7.8% | +35.5% | -43.3% | -10.6% |
| YTD | -4.2% | +40.6% | -44.8% | -7.6% |
| 1Y | +7.0% | +49.2% | -42.2% | +2.6% |
| 3Y | +85.5% | +167.2% | -81.7% | +62.7% |
| All | +179.3% | +93.2% | +86.1% | +161.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling