+184.5%
NOK vs COR
+85.9%
+98.6%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.5% | +1.0% |
| 7D | +9.3% | -3.9% | +13.2% | +8.9% |
| 30D | +17.9% | -0.3% | +18.2% | +17.8% |
| 3M | -22.3% | +15.9% | -38.2% | -22.2% |
| 6M | +36.4% | -10.3% | +46.6% | +38.5% |
| YTD | +66.3% | -3.7% | +70.0% | +69.2% |
| 1Y | +134.4% | +9.1% | +125.3% | +139.1% |
| All | +184.5% | +85.9% | +98.6% | +220.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling