-27.2%
NOW vs COR
+193.1%
-220.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -2.0% |
| 7D | -1.7% | +2.9% | -4.5% | -1.9% |
| 30D | -27.4% | +5.8% | -33.2% | -27.6% |
| 3M | -19.4% | +11.4% | -30.9% | -20.1% |
| 6M | +13.1% | +34.5% | -21.4% | +10.8% |
| YTD | -34.3% | +4.1% | -38.4% | -35.0% |
| 1Y | -41.8% | -3.1% | -38.6% | -41.9% |
| 3Y | -20.7% | +80.9% | -101.6% | -30.8% |
| 5Y | -27.2% | +195.1% | -222.3% | -51.6% |
| All | -27.2% | +193.1% | -220.3% | -51.6% |
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