+138.6%
NOK vs COR
+406.5%
-267.9%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.2% | +4.6% | +4.8% |
| 7D | +11.0% | -2.8% | +13.8% | +11.6% |
| 30D | +7.8% | +2.6% | +5.3% | +7.2% |
| 3M | -21.0% | +14.5% | -35.5% | -24.0% |
| 6M | +40.9% | -7.8% | +48.7% | +42.3% |
| YTD | +72.0% | -4.2% | +76.2% | +71.8% |
| 1Y | +140.9% | +7.0% | +133.9% | +133.1% |
| 3Y | +194.3% | +85.5% | +108.7% | +141.0% |
| 5Y | +112.5% | +181.2% | -68.7% | +53.0% |
| All | +138.6% | +406.5% | -267.9% | +51.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling