+140.9%
NOK vs COR
+9.0%
+131.9%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.2% | +4.6% | +4.8% |
| 7D | +11.0% | -2.8% | +13.8% | +10.5% |
| 30D | +7.8% | +2.6% | +5.3% | +8.2% |
| 3M | -21.0% | +14.5% | -35.5% | -21.2% |
| 6M | +40.9% | -7.8% | +48.7% | +46.7% |
| YTD | +72.0% | -4.2% | +76.2% | +80.0% |
| 1Y | +140.9% | +7.0% | +133.9% | +151.3% |
| All | +140.9% | +9.0% | +131.9% | +151.3% |
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