+127.9%
NOK vs COR
+486.2%
-358.2%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.0% | -5.5% | -3.2% |
| 7D | +5.4% | +7.8% | -2.5% | +3.7% |
| 30D | -14.1% | +7.0% | -21.2% | -15.3% |
| 3M | -23.6% | +16.3% | -39.8% | -26.1% |
| 6M | -45.1% | +41.3% | -86.4% | -49.9% |
| YTD | +24.7% | +7.1% | +17.6% | +21.5% |
| 1Y | +19.0% | -0.8% | +19.8% | +18.2% |
| 3Y | +147.0% | +85.0% | +62.0% | +103.2% |
| 5Y | +58.2% | +203.9% | -145.7% | +10.8% |
| All | +127.9% | +486.2% | -358.2% | +29.6% |
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