+102.7%
NOK vs COR
+180.2%
-77.5%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.5% | +1.1% |
| 7D | +9.3% | -3.9% | +13.2% | +9.6% |
| 30D | +17.9% | -0.3% | +18.2% | +17.7% |
| 3M | -22.3% | +15.9% | -38.2% | -24.1% |
| 6M | +36.4% | -10.3% | +46.6% | +39.4% |
| YTD | +66.3% | -3.7% | +70.0% | +67.8% |
| 1Y | +134.4% | +9.1% | +125.3% | +130.5% |
| 3Y | +186.6% | +86.6% | +100.0% | +139.4% |
| 5Y | +102.7% | +180.9% | -78.2% | +43.1% |
| All | +102.7% | +180.2% | -77.5% | +43.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling