+420.1%
CORZ vs NOC
+15.6%
+404.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.5% | -0.3% |
| 7D | +8.4% | -5.2% | +13.5% | +7.8% |
| 30D | -17.8% | -7.2% | -10.6% | -18.3% |
| 3M | -35.9% | -5.1% | -30.8% | -36.0% |
| 6M | +12.9% | -31.1% | +44.0% | +12.4% |
| YTD | +22.9% | -8.6% | +31.5% | +22.6% |
| 1Y | +31.4% | -9.7% | +41.1% | +30.7% |
| All | +420.1% | +15.6% | +404.5% | +441.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling