-16.3%
NOW vs COR
+74.4%
-90.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | -0.5% |
| 7D | -3.0% | +0.8% | -3.8% | -2.9% |
| 30D | -26.0% | +5.1% | -31.2% | -25.8% |
| 3M | -13.1% | +2.8% | -15.9% | -12.8% |
| 6M | +14.5% | +32.5% | -18.0% | +17.0% |
| YTD | -33.4% | -0.7% | -32.8% | -33.9% |
| 1Y | -40.6% | -6.7% | -33.9% | -41.2% |
| 3Y | -16.3% | +73.7% | -90.0% | -13.5% |
| All | -16.3% | +74.4% | -90.7% | -13.5% |
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