+17,047.2%
COR vs NTRS
+3,927.5%
+13,119.7%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | -3.9% | +0.9% | -4.7% | -4.1% |
| 30D | -0.3% | -1.2% | +0.9% | -0.1% |
| 3M | +15.9% | +8.8% | +7.1% | +13.3% |
| 6M | -10.3% | +34.7% | -44.9% | -17.0% |
| YTD | -3.7% | +37.2% | -40.9% | -11.5% |
| 1Y | +9.1% | +46.3% | -37.3% | -1.6% |
| 3Y | +86.6% | +163.2% | -76.7% | +41.7% |
| 5Y | +180.9% | +86.9% | +94.0% | +127.7% |
| 10Y | +407.4% | +250.9% | +156.5% | +243.0% |
| All | +17,047.2% | +3,927.5% | +13,119.7% | +5,296.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling