-41.3%
CORZ vs NOC
-7.1%
-34.2%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | -4.5% | -5.9% | -11.0% |
| 7D | -14.9% | -5.0% | -10.0% | -15.5% |
| 30D | -23.1% | +10.3% | -33.5% | -21.9% |
| 3M | -44.1% | -4.3% | -39.7% | -43.7% |
| 6M | -39.5% | -6.5% | -33.0% | -38.4% |
| YTD | -12.4% | -6.7% | -5.6% | -22.7% |
| 1Y | -41.3% | -7.5% | -33.8% | -48.2% |
| All | -41.3% | -7.1% | -34.2% | -48.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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