+812.2%
NOK vs COR
+17,545.2%
-16,733.0%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.9% | +4.5% | +3.1% |
| 7D | -1.8% | +2.8% | -4.5% | -2.4% |
| 30D | +4.7% | +4.5% | +0.2% | +3.3% |
| 3M | -39.7% | +22.7% | -62.3% | -43.0% |
| 6M | +23.1% | -9.7% | +32.8% | +24.5% |
| YTD | +55.0% | -1.4% | +56.5% | +53.3% |
| 1Y | +118.0% | +13.9% | +104.1% | +107.6% |
| 3Y | +170.5% | +94.0% | +76.5% | +123.0% |
| 5Y | +84.9% | +184.0% | -99.2% | +37.7% |
| 10Y | +112.0% | +406.8% | -294.8% | +31.7% |
| All | +812.2% | +17,545.2% | -16,733.0% | +161.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling