+12.9%
CORZ vs NOC
-31.4%
+44.3%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.5% | -1.2% |
| 7D | +8.4% | -5.2% | +13.5% | +5.7% |
| 30D | -17.8% | -7.2% | -10.6% | -20.4% |
| 3M | -35.9% | -5.1% | -30.8% | -36.2% |
| 6M | +12.9% | -31.1% | +44.0% | +8.8% |
| All | +12.9% | -31.4% | +44.3% | +8.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling