+118.0%
NOK vs COR
+12.8%
+105.2%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.9% | +4.5% | +2.4% |
| 7D | -1.8% | +2.8% | -4.5% | -1.4% |
| 30D | +4.7% | +4.5% | +0.2% | +5.1% |
| 3M | -39.7% | +22.7% | -62.3% | -39.9% |
| 6M | +23.1% | -9.7% | +32.8% | +29.5% |
| YTD | +55.0% | -1.4% | +56.5% | +62.6% |
| 1Y | +118.0% | +13.9% | +104.1% | +126.1% |
| All | +118.0% | +12.8% | +105.2% | +126.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 COR 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